Multiple Programs - WINAMP.EXE
WinAmp.exe and winampa.exe install with the WinAmp, WinAmp Lite, and WinAmp Pro Media Player by Nullsoft. Nullsoft Winamp is a fast, flexible, high-fidelity music player for Windows. Winamp supports MP3, CD, Audiosoft, Audio Explosion, MOD, WAV and other audio formats, custom appearances called skins, plus audio visualization and audio effect plug-ins. additional features including CD/DVD burning, free-form skins, a new decoder, built-in cross fade, and an advanced Media Library. Winamp.exe is the main executable. Winampa.exe (WinAmp Agent) runs when WinAmp is launched to see if another application has associated itself with mp3 files so it becomes the default instead of WinAmp.
These files are safe to have around but they aren't necessarily required on system startup. You can launch the program manually or by clicking on any supported media file (assuming WinAmp is the default player).
You'll find more information at http://www.winamp.com/player/. You'll find a handy FAQ at http://www.winamp.com/player/faq/index.php. You can extend the capabilities of the WinAmp Player by downloading plug-ins at http://www.winamp.com/plugins/.
If you don't have the WinAmp program installed but you find a file called "winamp.exe" in your Windows\System or System32 folder, you may have the W32/Poebot-I worm. This worm can lower system security and can allow a remote user to access your system via an IRC chat channel. More information can be found at http://www.sophos.com/virusinfo/analyses/w32poeboti.html. If you have this instance of the file, we'd recommend removal using WinPatrol. First, kill it under Active Tasks then remove it from your Startup Programs. If running WinPatrol 8.x or later, right click the file then select "Delete file on reboot".
Safe if not virus
NullSoft