For your 1st question, Per DJ Egg:
"Go to: Winamp > Prefs (Ctrl+P) > Media Library > Library Options tab and uncheck "Play search results (start with selected) on double click in media views". "
As to your 2nd question, there are various ways to highlight. I suggest you try to find time to browse through the Winamp Preferences Guide. There are a ton of options, but knowing what they do will increase your enjoyment of this app. Use the "Find" feature in your browser and search through the guide for terms you want info on (like 'highlight').
Until you learn your way around, keep notes of any changes you make then you can easily undo things that don't do what you like or intended. If you get stuck, you can always come to the forums for help.