I am new, and I spent the last three days reading and trying out things! Up to the point way beyond what I know and I am not even sure how do undo things anymore

I am trying to run a Windows Software on my Mac Snow Leopard!
After many thousand tries and tweaks I got the software installed and even started!
However after the first couple screens I get the error: Memory Acces Violation
and that is it.
The reason I think I need help and this is different is because the Game I try to open is programmed on Blitz3D and is basically a exctacted zip, it is not really installing anything on the computer. So it could be run from any Thumbdrive.
So I wonder if Wine struggles to find the right files to run the game.
Here is a download for the game (German, but you can still see if it runs or not right

http://www.kofuma-das-spiel.de/downloads/kofuma.exe
Any help is appreciated!
Harvy