These links contains useful tutorials for skinning Winamp 3 (and also Winamp 5):
frisbeemonkey.com Winamp3 - Tutorial - Outline
The best tutorial on the Web, it covers an example skin step by step; you can download the examples provided and then try by yourself. This excellent tutorial is a must.
Winamp 3 Skinning Tutorial
Very short and incomplete tutorial, but contains some useful tips.
Winamp 3 Scripting Specification
This is a reference of the MAKI objects and functions needed if you take the next step and want to program some scripts with MAKI language.
Wasabi Developer Manual: Using Wasabi: XML Object Reference
The WASABI elements are used extensively in the standardframe containers and you can call them in your skins too.
I wish there were more tutorials on the Web, but after months searching for more, these are the only ones I could find. I learned basic XML and MAKI with these, without being a programmer. So don't get discouraged; after some reading, everything will become clear. Besides, it is a good idea to download some good skins and disect them with Winzip to learn from the masters of skinning.