Try this

1 Open Winamp. Right-click on the player and click "Options," then "Preferences."

Follow the steps,

1.Open the Options menu and click Preferences (Ctrl+P). Winamp displays the Preferences dialog.
2.Within the General Preferences section of Preferences, click File Types. You may have to double-click General Preferences if you don't see File Types listed.
3.Select the file types you want to be associated with Winamp. You can also click All to use Winamp as the default player for all supported file types.
4.To make sure that Winamp keeps the file associations you assign, select Restore file associations at Winamp start-up. Whenever you start Winamp, the selections you've made in the File Types preferences will be checked and reassigned.
5.Select Launch Winamp for audio CDs to use Winamp as the default CD player for your PC. When you insert CDs into the CD-ROM drive, Winamp will launch and play the CD.