When I try to open some windows programs in ubuntu by using wine, This message comes in terminal..."wine:install windows version of Mono to run .net executables" what should i do?? please help me... 
Don't run those programs in WINE because they aren't Windows programs, but rather .NET programs.
Make sure you have Mono installed, though. I think they removed Mono from the latest version because of some vocal extremists who apparently think .NET is evil or something. If you have it installed, you can (try) to run .NET applications by running
Mono program.exe via the terminal.
I say try because outside trivial applications, .NET applications have to be written with the expectation that they will be run on Mono as well as the Windows CLR.
Either that, or you could install the Windows Version of Mono, but that would be a bit weird, since then you are going through two layers of indirection; first you have the Windows build of Mono running through WINE, and then you have the .NET application running through the windows build of mono. And generally speaking you aren't going to get much more compatibility out of Mono by running the Windows version.
