First off, mix the orange juice with the malibu in a seperate glass, pour the firewater in the martini glass, the orange mix over it and when it's settled, pour the vodka slowly over the mixture.
If you want you can stir now (in that case the above directions are void) - but i prefer not to.
Now's the time for the red wine.
It doesn't have to be anything special: I tend to use a Lambrusco because of the pearliness, also the amount of wine you use will affect the taste of the drink immensely.
I use between 1/2 cl to 1 cl, not more, other wise the tatse of the wine will dominate too much.
To get your optimal taste you'll just have to experiment a little back and forth.