This is not a Wine bug, it is a fglrx bug. Please do not open a bug for this, it will just be closed.
See the fglrx bug for more details, or check the HOWTO for this app for a workaround.
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Not necessarily Wine-specific
by Morten on Wednesday May 26th 2010, 16:19
ScenarioEditor.exe crashing and refusing to run is seen on Windows XP onwards too. Paradox have heard about this problem often but obviously refused to fix it.
As for the visible mouse, this is a problem in Hearts of Iron II too. The only way I've found to avoid it is to move the mouse well to the right to make it invisible to the window.