I am getting a result similar to yours. Upon first launch of Winamp, the button will not do anything. However, if I press F3 on the keyboard, the xml button will then close JTFE. Once the button is pressed again, I get a dialog box with no contents and no functionality.
How did you find the GUID for JTFE?
EDIT: It appears JTFE will close when you click off of it. My button is not closing it on it's own