import with 'wine regedit file.reg'

file.reg:
--------------------------------------------------
[HKEY_CLASSES_ROOT\.pdf]
@="PDFfile"
"Content Type"="application/pdf"

[HKEY_CLASSES_ROOT\PDFfile\Shell\Open\command]
@="/bin/sh run_prog acroread \"%1\""
--------------------------------------------------

Put run_prog into your path (~/bin if it's in your PATH)
run_prog:
--------------------------------------------------
#!/bin/sh
$1 "`wine winepath -u "$2"`"
--------------------------------------------------