You have to follow this procedure to correctly install Theme Park World:
Insert and mount the disc.
Make sure you are in Windows 2000 mode.
Make sure the D: drive points to the folder where the Theme Park World CD is mounted.
Install the game. DO NOT LAUNCH IT WHEN INSTALL IS FINISHED.
Patch the game to version 2.0 (only if wanted).
Make sure the following file does exist: ~/.wine/drive_c/windows/system32/drivers/secdrv.sys If not, copy the secdrv.sys file from your Theme Park World installation folder to ~/.wine/drive_c/windows/system32/drivers/