& RSN are compressed GYM and SPC files.
What you'll need to do is:
Rename them to RAR, then extract the GYM files.
These will now play in Winamp with the GYM plugin
I'm not sure, but the latest YMAMP plugin might support RGM
but if not, you'll have to unrar them, as above.
The other GYM plugin is GYMX.
Though as I'm not too familiar with either,
you'll have to try them out for yourself to see which is best.
Previously, the only known player that handles RGM
directly is *******n
(hmm, dead link, but there's an active d/l link on the zophar.net gym page)