Hello All!
After some research and determination I have found how to get any RO client (or at least the few I've tested) working under Ubuntu properly. I will describe the process in steps in this post so that others may benefit from my time and hard work!
Step 1. Download PlayOnLinux - This step is easy as you can download it from their website http://www.playonlinux.com or from the Software Center in Ubuntu.
Step 2. Choose "Tools" -> "Manage Wine versions", once the new window for this has opened install version 1.5.21 or the newest version of Wine should probably work too.
Step 3. Next choose "Install" in PlayOnLinux and choose "Install a non-listed program" from the bottom of the window. In the new window follow the prompt and hit next -> New Virtual Drive -> next -> Name the drive whatever you want -> next -> Use another version of Wine -> next -> Choose the version you installed in the last step -> next -> 32 bit installation -> next.
Step 4. PlayOnLinux will create what is called a Wine prefix. Once it has done that, push cancel. Then go to your home directory should be named the same as your username on the system. You will need to show hidden files to see the directory that you'll need to go to next, it is called ".PlayOnLinux" (and yes I did put the "." there on purpose).
Step 5. Once in the ".PlayOnLinux" folder open up the folder called "wineprefix" then the folder that has the same name as the virtual drive you set up earlier. Open up "drive_c" and then program files and copy your RO files into that drive.
Step 6. Head back to the PlayOnLinux program and choose the "Configure" option. Select the virtual drive you set up on the right and then click the button labeled: "Make a new shortcut for this virtual drive". Select the RO client you are using and the Setup.exe
Congratulations!
Now you should have shortcuts to those applications contained within your Wineprefix's virtual drive, which means you should be able to open the setup and change the settings for the game, and then run the client to play the game! Just as an FYI if you didn't know but the shortcuts should be generated on your desktop but you can move them wherever you want and even go a step further as to use add a .desktop file to point to them so that they show up in the dash (you can also accomplish this with alacarte, I believe it is sudo apt-get install alacarte to download and install it).
Anyway, enough of my rant, I hope someone finds this helpful and have fun playing RO on the best OS on the planet!
(Disclaimer: Did not test this on other distros but I imagine it would work with most of them).