Here is a guide that shows you how to install Wine 1.3 on Ubuntu 11.10. Wine enables Linux, Mac, FreeBSD, and Solaris users to run Windows applications without a copy of Microsoft Windows. Wine is free software under constant development. Other platforms may benefit as well. Read more about Wine
To install Wine open a terminal window (press SuperKey and type: terminal) and copy+paste the following lines:
sudo add-apt-repository ppa:ubuntu-wine/ppa
sudo apt-get update
sudo apt-get install wine1.3