Just an idea to get started.
Use MP3 tags, ID3v2 tags. One of the tags is an URL - put the URL for your song here.
When a song plays - read the tag and open the minibrowser with that URL.
For more info on how to read the ID3v2 tags:
Suppose you have obtained the URL! You can open the minibrowser with a sendmessage call:
The header-file for winamp is located here:
I hope this is enough to get you started.
BTW: saw Muse perform two weeks ago in Copenhagen - really really nice.