Two ways... as per usual, a choice between simple or harder...
With Winamp closed, either:
1. Delete the file: studio.xnf
This will reset all settings for all modern skins (size, position, etc)
2. Open studio.xnf in Notepad
Use Edit > Find to find one of the history url's
The simplest method is to just type in the domain name, eg. google and keep hitting 'find next' until it reveals:
<entry name="browser.hedit_history_0" value="(url here)" />
<entry name="browser.hedit_history_1" value="(url here)" />
Delete those lines only, and save studio.xnf
studio.xnf can be found in the %AppData%\Winamp root folder*, which on Win2k & WinXP resolves at:
"C:\Documents and Settings\(username)\Application Data\Winamp"
or on Win7 & Vista at: "C:\Users\<username>\AppData\Roaming\Winamp"
Make sure you can view hidden files & folders first in Folder Options -> View tab.
nb. URL history for the Open URL dialog in Winamp can be deleted by clearing the values for the RecentURL1=, RecentURL2= etc lines in winamp.ini