wine: Install Mono for Windows to run .NET 2.0 applications
Solution 1:
type this in your terminal:
sudo apt-get install mono-vbnc
mono ~/Downloads/ClassRPG.exe
assuming you downloaded the file in your home download directory and it is named ClassRPG.exe
Solution 2:
If the application in question is pure .Net and compatable with Mono, simply run:
sudo apt-get install mono-complete
Then run it from mono.
If not, you can use winetricks to install Mono or .Net in order to run it.
For .Net you need to be running a 32bit Wine bottle, but for wine-mono or mono you can run it on 64bit or 32bit