Winamp 2.65 through 3.0 stores skin files in a predictable file location, which allows remote attackers to execute arbitrary code via a URL reference to (1) wsz and (2) wal files that contain embedded code.
Winamp 2.80 stores authentication credentials in plaintext in the (1) [HTTP-AUTH] and (2) [winamp] sections in winamp.ini, which allows local users to gain access to other accounts.