If you use windows XP:
Go to any media file that you want to play in winmap.
Right click it and select properties.
In the general tab, you'll see something like:
Opens with and then the applcation used to open the file.
Next to thjat will be a button called change.
Click 'change' and you can select winamp from a list of applications there....
Tell if there are any problems
Cheers