After some faffing, the instructions for WINE are:
* Make sure you're running Wine 1.4 or above. (Which in Ubuntu means installing the wine PPA and installing wine1.3 from it. Yes, version 1.4 is in package wine1.3. Try not to think too hard about it. Version 1.2 will not work, which is what's in the Ubuntu repositories.)
* Use winetricks to install ie7 and msxml4
* Load it up and figure out how much you owe the government.
The main showstopper lay in SSL support, which affected (if I'm reading the bug reports right) any HTTPS connection. And if there's a case where you want working encryption, it's with your financial details.
The simplest test is that when you start up etax20*.exe, the first screen prompts you to check for updates. If this does not work, then none of the online functions will work. If it does work, then communications have been established, and the rest should be good to go.
Share and enjoy.