ok after trying and trying to get kazaa lite to run in mandrake 9.1 i have managed to get it to work!!! Heres the steps i followed.

I used Wine 20030508 from winehq.com
Kazaa Lite 2.1.0, build 3 from kazaalite.tk

install wine first (duh)
then type

wine klitekpp210b3e.exe
install to your fake windows directory (should be named "C")

make sure you have the following win 98 dlls in your windows/system folder
rasapi32.dll
msvcrt.dll
shdocvw.dll
shdoclc.dll
rpcrt4.dll
oleaut32.dll
ole32.dll
wininet.dll
urlmon.dll
shlwapi.dll
commctrl.dll
comdlg32.dll
comctl32.dll

then open up your wine config file and add this under [DllOverrides]

"oleaut32" = "builtin, native"
"ole32" = "builtin, native"
"shell" = "builtin, native"
"shell32" = "builtin, native"
"shfolder" = "builtin, native"
"advapi32" = "builtin, native"
"mciavi.drv" = "native, builtin"
"mcianim.drv" = "native, builtin"
"commctrl" = "native"
"comctl32" = "builtin"
"comdlg32" = "native"
"msvcrt" = "native"
"shdoclc" = "native"
"shdocvw" = "native"
"shlwapi" = "native"
"urlmon" = "native"
"wininet" = "native"
"*" = "builtin, native, so"

then execute kazaa by typing
wine kpp.exe KazaaLite.kpp

should run from there...worked for me and i had made a MESS out of my wine directory while playing with dlls ect... and it still worked. Hope it does for you also
Cheers