Then drop taskkill.exe into ~/.wine/drive_c/windows/system32 (for 32-bit) or syswow64 (for 64-bit), for Linux only. For other OS compile the .exe yourself using this patch.
From time to time the Peer automatically updates itself. This has never really worked so it's probably best you download the latest version and install it over the top of the old version.
At time of writing Wine fails to set niceness (known as priority in Windows). To work around this you can use the ionice and nice programs which are available for most Linux distributions (and others).
The background process can use 100% CPU so if you do not do this you may notice a system slowdown.
Under Windows, GomezPEER.exe runs at normal priority and java.exe runs at idle priority. You can use a script to do this if you wish but the above should be adequate.
Note: The above will also start the wineserver in idle priority, so all other Wine applications will also be given the lowest priority. If you run other Windows processes you will want to run the above last. The following shell script should offer a clue as to how to work around this problem should you later need to start a new Windows application with normal priority.