The server program just relays what you send it. You don't need any plugins on the linux box. Read the links a bit, they'll explain the configuration settings -- once you have those to your liking, move on to configure the plugin.
Now for the plugin -- go to winamp, chose shoutcast as your active DSP (in options).
Address: set this to the IP that your shoutcast server (on linux) is bound to in the settings there.
Port: set this to the port the server is bound to.. default is 8000.
password: set this to your server's password.
encoder: leave this at one, or another if you prefer.. remember the number you chose, though.
Your reconnect settings are a matter of opinion, really.
In the encoder box, chose the number that you used in the output settings.
Encoder type should be MP3.
Encoder settings are completely up to you, I use 128kbps, 44.1kHz, stereo -- but this might not be the right option for you. Just remember that the higher the bitrate you use, the better it will sound but fewer people will be able to listen in.
Input depends on what you're doing. If you're doing a live show and/or running through a mixer, you'll want to chose soundcard input. If you're leaving winamp open with a playlist of MP3s, just leave this option set to winamp.