This year around, I made an effort and finally got it to run. Here are the commands that made the cut for me (Ubuntu Hardy, Wine 0.9.59):
mkdir /tmp/formfiller
cd /tmp/formfiller
wget -nv http://deklaravimas1.vmi.lt/eFormFiller25v6_2008_03_06.zip
unzip eFormFiller25v6_2008_03_06.zip
wget -nv http://kegel.com/wine/winetricks
export WINEPREFIX=~/.wine-eFF/
wineprefixcreate
sh winetricks dcom98
sh winetricks win98
sh winetricks riched20
sh winetricks vcrun6
sh winetricks wsh56
wine setup.exe /q
wine $WINEPREFIX/drive_c/Program\ Files/ABBYY\ eFormFiller\ 2.5/FormFillerLight.exe
I hope it will be useful to somebody.
Update: naaaah, it works with the last year's income tax form, but doesn't with this year's. Time to boot Windows again :(