For some wine versions it is needed to set Windows wersion to XP for this Alien Shooter version to start.
If you have problem with Alien Shooter drawing graphics and have Geforce/GeforceFX card you may try the sollution below (wine 0.9.19 or above only.)
Set the option HKEY_CURRENT_USER\Software\Wine\Direct3D\DirectDrawRenderer to opengl (if the Direct3D key doesn't exist, add it). Further you need to set the option Direct3D\RenderTargetLockMode to readtex.
Above options set OpenGL for all applications. If any of your applications doesn't work with them, add application specific options instead of global ones (HKCU\Software\Wine\AppDefaults\name_of_the_exe_file.exe\Direct3D).