If you click your little speaker in your windows task bar, select mixer. in this sound control panel, you can click the application's icon, and it will bring up a separate control that will allow you to change that application's default sound device. I have run into a few issues with HDMI playing nice with this method, but if you aren't using HDMI, shouldn't be a problem. This does save the settings as default, so when you re open winamp, they should always play through your designated sound card. Also, using a USB sound device can cause issues, as headphones tend to take over sound assignments.