Prefs > Plug-ins > 'Auto execute visualization plug-in on playback'
As for Milkdrop, set also:
Prefs > Visualization > select 'MilkDrop' > click 'Configure button'
tab Common Settings > check 'Start Fullscreen'
You can also start the visualization plugin by double-clicking the spectrum analyzer in the main window.
Ok, I wasn't thinking
You want fullscreen visualization on Winamp launch
Try the above options in combination with Time Restore & Autoplay
. Though in that case, Winamp will also start playing on startup. I'm not sure that's what you want...