I've never tried PAF on wine before, always used Gramps myself.
However just downloaded and installed paf5.2.
Atm using ubuntu 8.10. It installed fine though I need to run it from
a custom launcher, the installed desktop shortcut will not work.
Not sure which dialog pop-ups you are refering to but everything seems
to work fine for me. What you do need to do is configure wine, if you
don't have your audio set-up configured then it will have a breakdown.