My everyday work are sometime using winbox to configure and manage routerboard device which running MikroTik OS, while using MacBook Pro, I need to prepare the environment since winbox are meant to be run on Windows environment. I can use either Darwine or wine package from macports, and I chose to use macports, since I'm more used to CLI environment.

All you need to do is:
1. choose the package according to Mac OS X version, download and install from here
2. for snow leopard (64-bit), you should install wine-devel instead of wine package, and add +universal
#  sudo port -v install wine-devel +universal

3. then you should be able to run winbox.exe from terminal
# /opt/local/bin/wine winbox.exe

4. you can also download this package, put it in your Applications and just double-click to run it

For complete references on other Mac OS X version, see here