By default, Winamp reports anonymous usage statistics back to their server. To provide yourself with a little more privacy, you can stop reporting these stats by following the directions below:
1. Right-click the Winamp title bar.
2. Click Options, and then select Preferences.
3. Select on General Preferences in the left pane.
4. Uncheck the Allow Winamp to report anonymous usage statistics checkbox.
5. Click Close.