In order to run 3DMark 2006 under Wine you have to:
1) first install d3dx_28 and d3dx_36 dlls using winetricks (right mouse click, "Save link as", save as winetricks.sh, then make it executable, then run it).
2) edit the 3dmark 2006 link and add this flag to its command line: "-nosysteminfo", so it will look like: