You could try gxmessage in stable repos.  Install it and try winetricks again.

The xorg-xmessage is only in cooking repos.  You could try to download xorg-xmessage and install it locally.

http://pkgs.slitaz.org/search.cgi
http://hg.slitaz.org/tazpkg/raw-file/tip/doc/tazpkg.en.html

lol

I ran 

tazpkg set-release cooking

And now tazpkg dont work, lol
If i run 
tazpkg check package
It give me a big list os errors

And if i run tazpkg recharge it ask for libcrypto

In the slitaz packages manager all packs seems to be installed ò_ó
What should i do?

I think that ran tazpkg set-release cooking was not a good idea ;/

You made a logical choice from the guide's description but I do not know what set-release is supposed to do and why it does not work.

I also cannot find the cooking repos url to download xorg-xmessage.

I also do not see on the website if the cooking packages iso has xorg-xmessage.

If you were to get xorg-xmessage on your hd, you could run the "local" directions from the guide.

Even then, the cooking package might not work on stable.