I was asking about directx version because Wine gives you the possibility to choose between versions.
There is not such thing as a "linux distro that is closer to windows programs". Linux is Linux.
Though, I'll give it a try with Ubuntu. I'll be back with news after testing
LE: I had some issues installing Ubuntu on my other pc. but I solved the problem within Archlinux.
From winetricks I installed the "directx9 (MS DirectX 9 - Usually overkill. Try d3dx9_36 instead)" and now when I start the game I get the following message:
The game requires:
DirectX 9.0c
Update now?
...I select "No" for that update and now I can play the game on my machine!
PS: usually I was using d3dx9_36.dll but seems that that was the problem...
[Solved]