Please read Known Bugs
Sticky before posting here.
A part of the skin isn't missing.
The bug is that the playlist and video windows are erroneously maximized, when in fact they should be minimized like the rest of the program.
ie. if you close Winamp in a minimized state, it should still be minimized when you reopen it. So, to view the whole program maximized, you would then need to click the taskbar/systray icon to restore it.