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First, we need to enable some package sources. Open a terminal and run the following:

sudo gedit /etc/apt/sources.list

A window will open with the source list. In this list you must either add or 'uncomment' the following entries:

deb http://us.archive.ubuntu.com/ubuntu dapper universe

deb http://wine.budgetdedicated.com/apt dapper main

From here, we need to install wine and cabextract:

sudo apt-get update

sudo apt-get install wine cabextract

Now, let's get a copy of IEs4Linux and install it:

wget http://www.tatanka.com.br/ies4linux/downloads/ies4linux-latest.tar.gz

tar zxvf ies4linux-latest.tar.gz

cd ies4linux-*

./ies4linux

From here, further instructions are explained in the installation itself.