Are you familiar with manually editing the registry?
Only do this when you are, since you can cause serious problems in Windows when you screw things up.
First you need to create a new 'handler' for the AutoPlay feature in XP:
HKEY_LOCAL_MACHINE > SOFTWARE > Microsoft > Windows > CurrentVersion > Explorer > AutoplayHandlers > Handlers
Create a new key, called WinampPlayMediaOnArrival
Under that key, create the following values:
Action (reg_sz) = Play
DefaultIcon (reg_expand_sz) = %ProgramFiles%\Winamp\winamp.exe,0
InvokeProgID (reg_sz) = Winamp.File
InvokeVerb (reg_sz) = Play
Provider (reg_sz) = Winamp
Now you got to link this handler to the proper event:
HKEY_LOCAL_MACHINE > SOFTWARE > Microsoft > Windows > CurrentVersion > Explorer > AutoplayHandlers > EventHandlers > PlayMusicFilesOnArrival
Under that key, create the following value:
If you also want to associate Winamp to data cd's with video files on it, you can create the same value under PlayVideoFilesOnArrival
Note: this only works when Winamp is already properly associated to 'normal' audio (and video) files.
Note: the Winamp icon will probably not properly display when Winamp is not installed to the default folder. Not sure how to work around that. Edit the value DefaultIcon
If anyone's willing to create a simple .reg file, that'd be great. I'm not too familiar with those...
For anyone who's interested, info was taken from here