I have been looking for an answer to this for some time, there is nothing solid out there for winamp; unfortunately most of the forum posts will direct you to one of these three options, which I will add my experience with each one.
Systems setup: all tests are done on Win7, Winamp 5.621, and a Pioneer receiver (dlna, upnp)
Please note that in WM12.0, right out of the box, I can send music to Pioneer receiver, WMP recognizes the receiver and plays back music on it with no problem, so this proves that recognizing the receiver over wireless network is not an issue.
UPnP MediaServer ControlPoint plug-in v0.8.0
Result: Even after its long scanning time, it still can not find the receiver, so I don't know what it is trying to connect to. If I have On2Share plugin installed, then UPnP recognizes only On2Share recognized devices which is not useful really.
This one keeps crashing Winamp. I had it working literally yesterday, and today it stopped working, doesn't recognize receiver, and also displays a jargon of online links for each track of winamp media gallery, very strange. Restarted and still not working.
Result: Under media gallery I can see the DLNA entry and my computer's music , but playing any track doesn't play them from the receiver, in fact there is no option to tell it to play something through the DLNA-enabled receiver.
One last note: After each test, I usually use WMP to send one track to receiver only to make sure that the connection is still working, receiever is not in sleep mode, etc.