If you get the Wine Configuration just quit Feralheart, then replay it again. It wont pop up again. Yes, Decessei is right, Mac only allows OpenGL. If you redownload Feralheart, you may find, that your connection is much better. You can even adjust the quality of the game if you'd like.
If you do not prefer the music supplied ingame, then maybe shut it off, or make your own music, which is always fun.
If you need any further instructions, just ask, im here. c: