WINE is an open-source reverse-engineered version of the Windows API. Lets win32 applications and libraries communicate with Linux kernel and libraries and applications. Has a definite sweet spot of being likely to run programs written for Windows 98 through Windows 2000, can handle some of what's been written for XP. Remember, it's all reverse-engineered with ( obviously ) no help at all from Microsoft, so the WINE folks work as hard and as fast as they can, but are always going to be playing catch-up.
In Sabayon, should just be an "emerge wine" to get it installed. Wine-doors is apparently a nice GUI frontend. "Emerge wine-doors" should get that. Although I believe both are already in the full dvd edition of Sabayon 3.4e.
Re : the downloading, maybe you should try using a torrent. Slower, but almost a sure thing.
Sabayon is harder to download than Ubuntu because : Ubuntu has Mark Shuttleworth's millions backing it. And millions of users. They have lots of mirrors. Lots of torrents. Lots of bandwidth. Lots of developers.
Sabayon has lxnay and Dark_Mage. Two guys. They put together a preconfigured Gentoo that more or less works and really shows off what open source software can produce. They need money to do what they want with this project, which is why Sabayon 3.4a now has a "donate to the project" link right on the desktop. They don't have Shuttleworth's money to buy scads of mirror sites.