Winamp volume
 

Can I adjust the vol on Winamp without my pc's volume going up too?:)

yes, use directsound output (highlight it in the output plugin list) or if you want to use waveout:

strg+p > preferences > plugins > output > waveout > enable 'alt. setting method'

"slow" means that the volume change is not audible until the buffer that is already in ram has been played