If I wanted to use winamp with my web site
 

How would I use winamp to let people here my self created instrumentals, so they would be able to purchase them from my site.
what would it take as far as the links with my Mp3's to the site and through winamp.

Well, Winamp cannot be embedded into a website. You can put the links to the files on your website in a PLS playlist file and put that on your site. That will open up the files and stream them in whatever player the person uses.

For more information about embedding Winamp see:
http://forums.winamp.com/showthread....highlight=HTML