I don't receive the master datafile error anymore.... but whenever I launch the game my screen goes black for less then a second, and nothing else.
In the Wine Log it says:
"X Error of failed request: BadValue (integer parameter out of range for operation)
Major opcode of failed request: 128 (Apple-DRI)
Minor opcode of failed request: 2 ()
Value in failed request: 0x800018
Serial number of failed request: 203
Current serial number in output stream: 203"
Anyone who uses Darwine ever receive this error?

Ignore the message about the FALLOUT CD.
I do not know darwine, but with wine I got the same message.
You must make sure that the working directory is the directory where the .exe file is.
I am not sure how to do that with OS-X/darwine, but probably you can always cd to the right directory ~/.wine/drive_c/*/*/Fallout , and from that directory start darwine.

FWIW, I got it working on without any issues Crossover Games (basically, a non-free Wine/Darwine with gaming optimisations) and on Parallels (which is the solution I'm using).

Yeah, and as I said earlier, you can get CrossOver for free is you register as a tester.