We've heard from somebody who purchased Hegemony to play on Linux under Wine. I just thought I'd let everybody know that if you're trying to do this, you should update your copy of Wine to the latest development release, in the 1.1.x line (I've personally tested with 1.1.31). If you're still running a 1.0.x release of Wine, the game itself will run, but the launcher (which you need to register the game) will crash.
Believe it or not, it actually seems to load faster on Linux than running native on Vista.