I recently installed gog.com's Baldur's Gate 2 in Linux Mint 15 using Wine, but I ran into some issues when I tried to save the game. The message I kept getting was "Baldur's Gate 2 Save Game Failed, Do You Wish to Quit?"
To fix this, just don't use the desktop icon. You can either open a terminal and run
wine ~/.wine/drive_c/GOG\ Games/Baldur\'s\ Gate\ 2/BGMain.exe
or you can use your distribution's file browser and navigate to the "~/.wine/drive_c/Baldur's Gate 2/" folder, then right-click BGMain.exe and choose to "Run with Wine...".
Please let me know in the comments if you have any other trouble fixing this issue on your machine.