Please Help us to Help you In order to help fully we need more information…
What OS are you using? is it up to date?
What version of WinAmp, is it up to date?
What avast! version and VPS file (virus database) number, e.g. 0436-4 (see about avast!)
If it were a recognised virus that would have hopefully been detected by avast, but with little information other than a symptom it will be hard to detect.