There was an interesting article over at Linux.com a while ago. Worth a read:

http://www.linux.com/archive/feature/42031

It seems very strange if it works I believe if the malware's target would be on the complex system like wine on linux ,system may infects

Of course a trojan designed to infiltrate via Internet.Explorer can enter into the Wine system running it. More than that, if an ntfs drive is accessed by Wine it shall be as it does under regular windows system and storage.

There is no question if Wine is run as root: we can easily estimate the magnitude of damage from this view.

The question should be: Will the trojan residing within Wine system and data storage that entered via desktop user (not root) traverse into the Linux system?

I have no certain conclusion. I go for the advice above: whoever has an experimental platform should try it and report the finding. We cannot quarrel over who has the right guess at how many teeth this horse have; the only way to ascertain the right answer is to open the mouth and count all the teeth of the horse.

Hope this helps.

Well, technically it can, but only if you let wine see your /home directory as a Window$ drive, otherwise it's highly unlikely that this could happen.