Links to downloads
Some of these can easily be downloaded and installed via the winetricks shell script (MSI, Fonts). As Wine improves, these packages will be come less and less relevant.
DCOM - Note: DCOM98 will not work with Wine versions newer than 1.2.
Microsoft's TrueType core fonts on Linux made easy. Also check your distribution's package management, some provide this package.
MSN Messenger 6- As you cannot download it without using Internet Explorer.
OldVersion.com host many popular programs with downloads for older versions.