Open up your terminal and type in the following code:
wine iexplore http://winehq.org
From there it should ask to install Gecko and just follow the instructions it provides. If this fails, there is still hope and another option.
This has excerpt is from the Official Wine Wiki. Run these commands one after another in terminal.
$ wget http://superb-east.dl.sourceforge.net/sourceforge/wine/wine_gecko-0.1.0.cab
$ sudo mkdir /usr/share/wine/gecko
$ sudo mv wine_gecko-0.1.0.cab /usr/share/wine/gecko
This still didn’t work? There is still always WineTricks that can help out in times of despiration.