Print from a program in WINE

Install cups-pdf from Synaptic or from terminal
sudo apt-get install cups-pdf
Add a New printer (you probably have the one cups-pdf installed already as visible named PDF)
Choose Local
Forward
Change Manufacturer to Generic
Choose Postscript or Postscript Color
Forward
Name your printer
Apply

Change this PDF printer to default.

When you print from a program in WINE, choose PDF to write from. I know it's strange, but that's the thing.