Woah! That's a new one on me!
I'm not going to try reproduce it, 'cos I'd actually class that as a bug,
but I'll tell you how to fix it instead.
Close Winamp using Task Manager
(Win9x: Ctrl+Alt+Del | Win2k/XP: Ctrl+Shift+Esc)
Winamp -> End Task
In Explorer, goto your winamp folder (c:\program files\winamp)
Scroll down for this entry and change it accordingly:
Yours will currently be set to priority=0
so change it to priority=1
Also check the following entries are as follows:
I know taskbar=0
sounds like it should mean: no icon in the taskbar, but it's actually the setting to make winamp appear in the taskbar only.
Let me know if this fixes it.
If not, then check the properties of the desktop/start menu shortcut icon, and make sure Run
is set to "normal window" (not "minimized")