It would help if you told us the name of the 'awesome online game'! {rolls eyes}
Have you taken a look at the winehq website to see what it says about the 'awesome online game'?
Winehq lists a lot of windows programs that work with Wine and reports each programs compatibility/stability and also gives information on how to get trickier windows programs to work. (see http://appdb.winehq.org )
It also lists programs that don't work.
If your 'awesome game' is that popular, it should be listed somewhere on winehq. If you're really lucky it might even be one of the apps that works really well on Wine!