FULLSCREEN disturbed by winamp windows

[HiAmplitude]

problem:
watching in fullscreen several avi video clips in a row ends up by having a winamp window (usually the normal size video window, sometimes main or even playlist window) on top of the ongoing clips in the background.

tries:
tried with auto fullscreen plugin and with different preferences for video (f.e. close fullscreen when playback stops on/off) - no effect, normally with 3rd clip having a window in the way ..

questions:
could it have something to do with avi format therefor I'd better change to alternative formats or any other solution ideas?

THANX!