Like the message says you don't have the TLS library installed. Actually it means that your wine is not compiled with "gnutls" networking flag.
In Gentoo, edit your /etc/portage/package.use file and add/update the entry for app-emulation/wine to use also the "gnutls" flag:
After that you have to re-emerge the app-emulation/wine atom into portage, which means that your wine will be recompiled (with the dev-perl/Authen-SASL library) and reinstalled, so that this error should just disappear.
Now, if you think that this article was interesting don't forget to rate it. It shows me that you care and thus I will continue write about these things.