1) Be sure your /home partition is in EXT3 format and not in EXT4 (it's probably better for now).
2) run in a Terminal the following commands :
sudo add-apt-repository ppa:ubuntu-wine
sudo apt-get update
sudo apt-get install wine1.2
chmod +x winetricks
sudo mv winetricks /usr/bin
sudo apt-get install cabextract
winetricks art2kmin colorprofile corefonts dcom98 dirac0.8 directx9 divx dotnet11 dotnet20 ffdshow flash fontfix gdiplus gecko icodecs jet40 liberation mdac25 mdac27 mdac28 mfc40 mfc42 mono19 msi2 msls31 msxml3 msxml4 msxml6 pdh riched20 riched30 tahoma vb3run vb4run vb5run vb6run vcrun6 vcrun2003 vcrun2005 vcrun2005sp1 vcrun2008 wmp9 wmp10 wsh51 wsh56 wsh56js wsh56vb xvid autohotkey mpc vlc allfonts allcodecs fakeie6 native_mdac nt40 winxp volnum
3) Install the game. If your double click doesn't run the .exe file, then launch it through the Terminal with the command :
wine /home/...YOUR-WAY.../RiseOfPrussia_Ageod_ed_efg.exe
Do the same with the latest patch.
4) Start the game.
NB : sometime, the usual Wine menu launcher is not working well ; so to run the game, right clic / Open with Wine on the .exe file in the directory /home/.../.wine/drive_c/Program Files/Rise of Prussia/ROP.exe
If there is errors which pop up, ignore it.
Waiting for any feedback if anybody didn't succeed.
It's such a pleasure to not have to use MS/Windows to play this game that i have to volunteer for the Linux support to avoid the purgatory...