I've always wanted this sort of thing - I think it would be a great addition to winamp. But this is probably not the right forum to post this in - try the "WA2 - wishlist" forum.
Also, there is a skin-deleter plugin (an absolutely must-have plugin, for me) made by X-Fixer. I remember, some time ago, X-Fixer was asking people what other features they'd like to see in the plugin, and someone suggested something similar. You could go to his site and suggest it as well. He's added a few features after I and other people suggested them. If enough people suggest this feature, he might add that as well: