Copy file from Media Library or playlist
I would love to see a functionality which I've seen in iTunes. In iTunes I was able to copy (CTRL+C or drag-and-drop) any file from the iTunes library and paste (CTRL+V or drop) it in any folder/directory I like in Windows as if I copied the physical file itself.
I could also just copy (CTRL+C) or drag-and-drop a file from the library and put (CTRL+V or drop) in a chat window from MSN messenger which instantly initiates a file-transfer.
I would love to see this feature in Winamp. I'm a user of Winamp Pro and for now this is the only feature I really miss since I switched over from iTunes.