you should buy books...
i suppose C or C++ are good choices, so u need :
1. C language book (by richie and kernighan)
2. C++ language book (by Bjarne Stroustrup)
3. Windows programming (microsoft press)
4. the winamp 5.02 SDK (in this forum)
and some time to learn all that
btw, i don't want to sound like bragging or smth, but being a developer is a real profession, and i studied hard to acquire my competencies. Writing plugins for winamp is not an easy thing if you don't have the necessary background, so take your time, work hard, don't lose patience...