When you load a streaming file in winamp now, it's not supposed to show the little dialog box. The problem now is that the name of the song shows up on top of the main window - I'd rather have the dialog box. In order to get rid of the title, you need to reload your skin.
Get winamp 2.62 again! Go to http://www.geocities.com/Toone_Town
I will keep the old version there until bugs in the new one are fixed.