if i want to install a program using wine..on what directory should i put it in? if i'm using linux as my main os? am using mandriva powerpack

I'm not familiar with any wine peculiarities on Mandriva, but in general you should be able to simply place the .exe file in any directory you wish, and then type wine and the Windows installation/setup should begin.

I'm having trouble installing Redhat 5.1 on my system. Any help?