Wise choice, Wine works a lot better when compiled from source.
First enable the source repositories
Synaptic Package Manager > Settings > Repositories, then check the ones that have deb-src, OK, exit
Open a terminal window
sudo apt-get update
sudo apt-get build-dep wine
This will take awhile, it's around 400MB of stuff.
Extract the .tar you downloaded either in the GUI or by running
tar -xf wine-1.1restoffilename...
sudo make install
Depending on your specs the whole thing can take over an hour, but it is well worth it, especially if you are playing games. Plus I found an easy way to run multiple versions of Wine on the same computer. What programs are you trying to run?