ok, here we go. Welcome to linux. You need to totally change your mindset on software installation. Cute little install wizards are a thing of the past.
Using FC4 you will usr files with a .rpm extension to install programs. I would advise against trying to run all your old apps through wine... There is most likely a linux equivalent that is native to linux and free...
A few examples would be
Microsoft office= openoffice
AIM, trillian, msn messenger= gaim or kopete
there is a more complete listing on this site
this is by no means a comprehensive guide, but it is much closer. Try using the native package management system as well, rather than just installing .rpm's all willy nilly.. the package manager will resolve all dependencies and make installations much easier..
I don't use FC4, so I couldn't tell you what that manager is, but I know that if all else fails you can use apt4rpm to install packages.
Welcome to linux again. It takes a while to get used to this method, but once you do, you'll wonder how you ever did without it.