Hi,
My first advice would be to make sure you're running the latest version of wine. Some distributions ship an outdated one, so that's the first thing to check.

I used to use keyclone and it basically all worked out of the box. The only issue I have is capital characters not properly duplicated across all accounts but it seems an issue with wine so there's nothing to be done about it. I recently switched to another software (see my sig) but it's still beta and not internationalized yet so I won't recommand giving it a try unless you understand French :P