I took a look at the source and it seems that it has a platform independent way of finding out the temp dir location which works fine for linux too. This in itself is not a surprise since the whole thing is written in java, what I am surprised about is the fact that after all grabbing doesn't work :)
So running the jar file is okay, I get the normal message from the server after starting it on port 8888
INFO [main] (Client.java:32) - initing app
INFO [Thread-1] (Server.java:55) - running
INFO [Thread-1] (Server.java:42) - Welcome to Pandora's Jar
INFO [Thread-1] (Server.java:42) - Attempting to lauch on port 8888...
INFO [Thread-1] (Server.java:42) - OK!
INFO [Thread-1] (Server.java:42) - [ready, lets grab some MP3's!!!]
then go to http://localhost:8888/ with firefox, all is fine, the thing logs into pandora, etc, the music is playing although after clicking the grab button it gives the error what I've posted above. Must be some trivial thing since, again, it's written in java, so should be platform independent (ideally).
So there is no wine involved.