If you're talking about the WoW installer, copy it to your home directory and run from there?
If you're talking about wine, you could try PlayOnLinux. I've never used it but some of my newcomer friends use it because wine is a little complex for them(Like I said, newcomers, they just wanted to get up and running and went the easy route instead of learning.
) and they have nothing but good things to say about it.
http://www.playonlinux.com/en/