Right, well you can start by providing some more information:
Systems specs (cpu, ram, soundcard, windows os, directx)
Winamp version, plus confirmation of a clean install
with no 3rd-party plugins.
Full details of the error message (there should be a link which says "to view the details, click here
ie. we need to know the module causing the crash.
File Types being played when the crash occurred (mp3, wma, ogg, etc)
Which skin you are using (eg. default modern or classic, or 3rd-party modern skin).
We simply cannot help without knowing this.