Anyone has experience with this?

I am following this quide but it does not work: http://davidbaumgold.com/tutorials/wine-mac/

Also tried this way: http://www.youtube.com/watch?v=msYNfqvv-uw

Ventrilo launches and connects to server successfully, but then I get this message:

Actually, Ventrilo + Wine just sucks.
Since you managed to install Wine on Mac, you could probably manage to install Mangler too: http://www.mangler.org/
Mangler comes with built in support for speex and gsm, and it works much better than Ventrilo + Wine.

And Manger can connect to normal vent servers?

Yes, Mangler can connect to Ventrilo servers.
It's an open source alternative for Ventrilo client available for operating systems where no native Ventrilo client is available.
Comes with nearly all functions of the official Ventrilo client, there are just a few things that work different (settings and other stuff).
And Wine does not have the GSM libraries by default, you would have to use native ones taken from a Windows OS.