Wine is pretty good nowadays as long as the programs to be run / devices to be installed don't need any too intimate drivers or don't do something funky with the user interface.
Actually, I was just upgrading my Win/Linux dual boot home machine from Ubuntu 9.04 to the oven fresh 9.10, so I gave it a try. BeoPlayer installer runs through seemingly without problems, although it complains about Media Player 9.0 not being available, so it will miss most of the sources. This will be a problem I guess, I have no idea if MP9 would work if you managed to install it...
BP didn't show up in Wine menu so I navigated to the install directory. I randomly tried to start most of the .exe files (keep in mind that I have never even seen this thing working, I have only Win2000 at home and BP won't install on that). Some of the programs complained that BP is not registered and will not run.
Anyway, I got the B&O icon on the fake Wine tray in the Gnome panel. Clicking it didn't seemingly do anything. All the relevant processes seem to be there, though, so it is possible that BeoPlayer actually was running, only that it couldn't display the user interface. Perhaps that could be worked around with running Wine in some non-window-managed mode, I think it used to have one years ago (meaning it reserved a complete X screen for the Wine desktop - current default scheme just opens an application window, managed by the Linux window manager).
At this point I lost interest, since I don't have any useful digital music anyway If you have more persistence, go ahead and try it - it might be something simple after all.
I guess you could install some real virtual machine provider (like VMWare), run a complete Windows instance under that and install Beoplayer there. It shouldn't be able to know the difference. I just don't know what happens with the pesky Windows activation scheme, if you don't want to run a pirate copy that doesn't care about that...