You need to modify the file association of your MP3 files.
To modify a file type
In My Computer or Windows Explorer, on the View menu, click Folder Options.
Click the File Types tab.
Click the file type you want to modify, and then click Edit.(look for Winamp file)
Use one of the filetypes that is properly set up for Winamp, and use it as a guide for creating the MP3 extension.
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Or, it may be easier just to re-install WinAmp. There's a new version out now.
To convert the MP3 to wave files, do the following.
With the cursor on WinAmp, type Ctrl-P to bring up the preferences.
Under Plug-Ins, click on Output.
Then click on Null-Soft Disk Writer plugin.
Click Configure to select the directory to which the .wave file will be written.
Click close.
Now, when you play an MP3 file, it will be written to a .wav file in the directory you selected.
To listen instead of writing the .wav files, go back to the Output Plugins and select the Nullsoft waveOut plugin, and click close again.
OK, I just went through the procedure to double-check it, and it works.
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