I've tried. I'm using Ubuntu 10.04.
The install went fine. I chose "Lauch" from the installer, but the same thing that happened to you happened to me. Then I cd'ed to the game's directory and ran:
The game starts fine, sound and all. I can't change windows using TAB, doing this I can't get back to the game, but it works.
The character creation went just fine, but upon starting the game there is no sound. The game actually works, but there's no way I'm playing it without the sound. Unless I can solve this issue, I'll run it on my wife's computer (win XP).
I fixed the sound issue trying out different devices in Wine configuration. The one that worked was OSS.