MS could probably say "you must only use this software on Windows" in the EULA and then it would be illegal to run that version of paint etc (why you would want to, I dunno) through wine, and it'd also be illegal to use Windows DLLs, which some people who own Windows licenses do. If you copy them over to a wine installation they can help.
If you own a Windows license, it's legal to use their drivers on another OS I think. You can do that with ndiswrapper for network drivers - dunno of any way with audio drivers though.
