First you have to have Wine installed in Linux.
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4) Winamp Installs just fine, on first load it says your missing arial.ttf, download it and stick it in /home/$yourname/.wine/drive_c/windows/fonts and your good to go, loads up, I have yet to check any plugins, but I'm in the process of starting that.
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Friends, I just discovered how to run winamp in Ubuntu. I'm amazed it runs!
1. Winamp was already installed in my windows directory (c:\windows\program files\winamp\winamp.exe)
2. I mounted (http://www.ubuntuguide.org/#windows) the windows partition in Linux
3. Browsed down to winamp installed in windows NTFS partition
4. Double clicked on winamp.exe
5. It runs, but can't play a file as yet. This is because winamp uses the direct sound system as default sound output. click "options-->preferences" from winamp menu, and change sound output to "wave out".
6. Now press L to load your favorite mp3, and press the play button!
7. Enjoy the music!
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http://ubuntuforums.org/archive/index.php/t-98190.html
http://www.overclock.net/linux-unix-mac/146317-short-list-things-work-linux-via.html