I would find it very helpfull , that the titlebars would have different names, occasonaly I have loads of play on linux windows and don't know wich window belongs to what.
I suggest that the titlebar should have more info, like :
what is happening at the moment for example install, and most important I find in wich prefix this window is working in or the current path of the setupfile being executed.
Sometimes I install more than one program at once, so this option would be very usefull.
Additionaly it would be great that the "polhelper" plugin would be installed natively.
A nother Idea would be to be able to install a new wineversion while the setup progress. I have often run into the situation that I started the whole procedure and then saw I wan't to use the programm with a different wine version, so instead of aborting the whole setup a button to install a new version should be integrated direct into the setup procedure.