By default, applications installed by Wine inherit Win9x ugly dark grey theme. Latest wine release support .MSStyle for theming.
Create the themes directory:
mkdir ~/.wine/drive_c/windows/resources/themes
Assuming *~/.wine* is your wine install path.
Run *winecfg* and select the Appearance tab. Install a .msstyle from your local windows install (C:\Windows\Resources\themes\) or download any theme from the net. Choose your theme, and apply it.
The resault: [IMG]http://img288.imageshack.us/img288/9632/winecfg0jp.png[/IMG]
EDIT: matching Clearlooks theme available here (less updated, but more stable) and here (more buggy).
[SIZE="1"]* Tested with wine 0.9.3 from http://www.winehq.com/[/SIZE]