It's quite likely a false positive, its not the first time that winmx has been flagged as being a virus but when you ask the companies making the claim they don't have any actual details to back their claims, what is usually the case is that they found a virus at some time in another application and now their search engine looks for bits of code that match those in the virus, the matched elements can often be parts of a program that isn't a virus and I am sure this is the case here, the only item I believe that might trigger an anti virus warning is the patch in reality as that has to hijack the winmx.com domain to redirect it to the new user run caches, obviously that's not normal windows stuff so if anything I believe that's whats been detected.
The actual winmx.exe program we currently use has been around for 12 years and so far no one has ever found any real malware or virus in it, that's a pretty long time for such items to remain hidden if they actually exist so please bear this longevity in mind when investigating claims from AV vendors.
If you get any information that suggests anything other than the item I have suggested Unique1819 please let us know.