The game appears to work (only briefly tested) when you log in as a guest.
You don't appear to be able to login as a user at all. Even if you register via your Linux browser, trying to login (via the Roblox browser window, or via IE6 running in that prefix) will just get you a ton of:
fixme:ole:CoCreateInstance no instance created for interface {30a5fb78-e11f-11d1-9064-00c04fd9189d} of class {adc6cb82-424c-11d2-952a-00c04fa34f05}, hres is 0x80004002
messages from Wine... and eventually a blank page.
Trying to use the native dxtrans.dll and dxtmsft.dll just lead to a long line of crashes that I don't feel like debugging atm.