2013-05-03 Admin note: The instructions below are very old and may not be applicable to current Wine. In particular, wineprefixcreate has been deprecated for several years. The instructions are being left here for the benefit of anyone who may wish to test and/or update them. 

First : I suggest you to create a wineprefix :

wineprefixcreate --prefix "$HOME/.wine_gp/"

Then configure :

env WINEPREFIX="$HOME/.wine_gp" winecfg

I use this as winecfg :

-Win2000
-No shader, no virtual desktop, only "allow WM to control my window"
-OSS Sound (16Bit standard with "emulate pilote)

You'll have to launch a MIDI sequencer (I use Timidity but you should be able to use qsynth/fluidsynth):

Here's the script I use :

#!/bin/bash

timidity -iA -B2,4 -Os -EFreverb=0&
cd $HOME/.wine_gp/drive_c/Program\ Files/Guitar\ Pro\ 5/ $1

env WINEPREFIX="$HOME/.wine_gp" wine GP5.exe

sleep 1

killall timidity

Now, launch Guitar-Pro and open Options>MIDI. You should see "Timidity Port 0". Use it.

You'll notice that the sound is not perfect, sometimes it get slowed, especially when there are lots of instruments playing...

Anyway, you can use the Java-based TUXGUITAR, which is 100% free and open-source. It works perfectly on Linux, and partially supports Guitar Pro's file format. Or, if you're looking for something more sophisticated, Rosegarden is an excellent KDE-based music sequencer and notation editor. Although sometimes a bit hard to get working, it's quite featureful.

EDIT :

I suggest you configured "My documents" "Desktop" to your tab folders...