I couldn't get Winamp 5's global keys feature to pick up three of the four media keys on my Dell Inspiron 8200 (only play/pause would work). I tried different plugins, but none really worked well.
Then I found this website... http://mijav.dk/
Go to the bottom of the page and download the Dll file (even though it says for Winamp2) and put it in the Winamp directory.
And that's it - working media keys!!
Hope this helps others.