Is this just with .wav files ?
These were never originally designed for media player use and tagging support is very limited(they were designed more for copyright tracking in professional environments).
Try ripping to .flac format, equally as good as .wav, but with full tagging support.
By using .wav Winamp is forced to guess at some point and this may be unreliable in your folder structure.
You can also try turning off guessing Prefs > Media Library > Local Media > Metadata reading settings > Config ...
 Hi daz, I seem to be following you around today