That did the trick!! I guess this proves after all that Wine's debugger actually is useful for Windows devs, provided that they care anyway. (And how can I even blame someone for not wanting to figure out why Wine's broken.)
On the subject of Winetricks, it's just an extra utility for Wine that you can install, and run it, mostly to install bits of Windows like that to make things work. Just choose what you want from an alphabetical list. (Funnily enough, it appears to acquire the dll by downloading Windows 2000 SP4 from some random FTP server, the Windows Installer installer from the HP website, and uses that to extract the DLL from the service pack...) Maybe I should make a tutorial how to do this. WinAGI works perfectly now! (It's funny actually, I've used Notepad++ in Wine too, but this problem never occurred to me. I think it's crashed on me before but I didn't think about why.)
For what you just wrote about MSFLXGRD.OCX, so this isn't part of Windows?
Collector, since WinAGI appears to work perfectly on Wine after tweaking, it looks like for this case at least, that this will hardly be a problem at all. That's the cool thing about Wine I tried to get at before, it preserves backwards compatibility this way, because Wine won't try to break things in future versions, and if they do you can always go back to an older one, there's ways to give a prefix its own binary I think. (Now distributions breaking Wine, on the other hand... cough Ubuntu)
Oh, and I've tried an older version of AT AGI Studio before, I found the editors a bit incomplete, and the template was full of bugs. Maybe this has all been fixed now, but with the old one I figured trying to use WinAGI was more worth it, even if I have to use a PC old enough to run the original games to do it.