sometimes a software you want to download needs to download extra libraries, not only it's binary to be run,
but the good news is that when the library is downloaded, it 'might' be used by another application, so in future you (again might) need to download less
for the issue of "being able to install anytime", it's possible,
copy the archives at this path somewhere: /var/cache/apt/archives/
you don't the folder partial, and the file 'lock', don't change permissions of lock or delete it
next time you want to install wine(let's say after a fresh installation) just copy back the archives to the path mentioned, but you have to update repository list before by
sudo apt-get update
you can even give the archives to your friend and all he same as you has to copy archives to path and update repositories, and install,
for codecs install packages "gstreamer" in software center, not all of them will show up, you should choose show "technical stuff" (maybe it had another name, but something like this)
nero is not free, instructions of downloading will be given after purchasing from ahead company, but there many many free similar softwares, before spending money i suggest you to try them, if you have an image in nrg format use software nrg2iso to convert them
i dont know what fdm is, but for languages you just have to add them in settings/keyboard layouts/layouts, add it there,
if the key sequence alt+shift doesn'y work set it by clicking the "option" key, located it the same window you add languages
good luck!