Yeah, there are ways to bypass the Windows Explorer shell (there used to be something that looked like AmiDock for Win95 a looong time ago), and there are ways to make Windows look and behave like an Amiga (WindowBlinds et al), but there's no way to run Wine or some kind of 'fake' overlay on top of WinUAE, sorry.
Maybe on AO we'll see PC emulators like Macs have available? then you could run WinUAE on them and really confuse yourself, lol ;-)
(edited for spelling misteaks)