Nero Recording Console, or Messer, or Creative Recorder, or even MusicMatch will snag any sound that your PC makes in a .wav format. All you need to do is set your PC's Recording Properties to "Wave Out" or "Stereo Mix", and shut off your System Sounds. Start your recording program, choose the proper input(Stereo Mix, or similar), start playback with Winamp. When the song is over, shut off Winamp, then your recording program. Save the file as a .wav in order to edit out the rubbish at the beginning and end. Do that editing, and save it as a .wav, or .mp3, or .ogg or whatever format you like and voila! One saved song from a Winamp stream

Tom