I use Wine to run some Windows small utilities. Here shows many ways to install Wine on Mac OS X. I used a third party application named osxwinebuilder. Installation was not hard. Just followed their instruction.

Fonts

If your Windows application needs Chinese or Japanese fonts, you have to install the fonts to ~/.wine/drive_c/windows/Fonts. An easy way is just making a symbol link from the OS X font folder.

ln -s /Library/Fonts ~/.wine/drive_c/windows

You can run your application from term like

LC_ALL=ja_JP wine abc.exe
LC_ALL=zh_CN wine abc.exe