With phone attached, go into Winamp Preferences \ Media Library \ Portables and you should see a section for your attached phone. Tweak away in here as plenty of settings just for the phone.
Assuming the internal and external SD cards are appearing as different drive letters you could try: Preferences \ Plugins \ Portables. Highlight Nullsoft Android Devices Plugin and press the Configure Selected Plugin You can then select which drive letter should be used.
I don't have an Android phone so I am basing this on guesswork and answers I have given before. (Generally I notice often if something works some people don't come back to say so... but soon shout if the advice was wrong