I just got Winamp/Shoutcast DSP running as a service under Win2k. It might work under NT 4.0, but no guarantees.
First you need scstart to take care of connecting to the Shoutcast server. Get that here:
Set that up, but remove it from the startup group. Then go to Microsoft's site and get the NT 3.5 resource kit.
Run that in an empty directory to uncompress the resource kit. Then, either install it or go to a command prompt and type this:
expand instsrv.ex_ instsrv.exe
Then, you can run this program which installs a normal user program as a service:
instsrv NameYourService c:\progra~1\scstart\scstart.exe
Now you need to tell the service which system account to use, in NT4 go to Control Panel->Services. In Win2k go to Administrative Tools->Services. Find the service you just installed and get the properties. Make it use the LocalSystem account and check the "Interact with the desktop" checkbox.
You should now be able to start the service and scstart will pop up followed closely by Winamp and Shoutcast DSP.
Set the service to start automatically. And that should do it. There are, however, a few things to note... You can not control the volume before you log on to NT. So, if you don't want the computer to sit there and blast music when you're not around make sure you turn the volume down before you leave or reboot.
If you have Winamp set to only put an icon in the system tray (not on the taskbar) when you do log in you won't be able to find Winamp. But, easily fixed, just run Winamp and it will attach to the already running process and everyone is happy!
Hope someone finds this useful...