I installed a fresh copy of Ubuntu 12 desktop then:

1. Installed WINE from the Ubuntu Software Center.
2. Installed WineTricks from the Ubuntu Software Center.

When I type the following commands in the terminal:

sudo winetricks dotnet40

I get this error message:

wine cmd.exe /c echo '%ProgramFiles%' returned empty string

If i try the command without sudo

winetricks dotnet40

The output is as follows

Executing w_do_call dotnet40
Executing load_dotnet40
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dotnet40 does not yet fully work or install on wine.  Caveat emptor.
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Executing mkdir -p /home/vectoruser/.cache/winetricks/dotnet40
mkdir: cannot create directory `/home/vectoruser/.cache/winetricks/dotnet40': Permission denied
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Note: command 'mkdir -p /home/vectoruser/.cache/winetricks/dotnet40' returned status 1.  Aborting.
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My current user is vectoruser which i use to logon to Ubuntu

The output of

ls -ld /home/vectoruser /home/vectoruser/.cache /home/vectoruser/.cache/winetricks

Gives:

drwxr-xr-x 32 vectoruser vectoruser 4096 Aug  2 19:26 /home/vectoruser
drwx------ 19 vectoruser vectoruser 4096 Aug  2 19:25 /home/vectoruser/.cache
drwxr-xr-x  2 root       root       4096 Aug  2 18:09 /home/vectoruser/.cache/winetricks