In winamp, the up and down arrows are the play volume.  left and right 
arrows skip through the file you are listening to.
control-j allows you to jump to time in the file.
alt-f will get you in to the menus, they display differently depending on if 
you choose modern or classic view.
In the options menu, under general settings, you can disable the winamp 
agentt, which gets it out of the system tray.  You can also uncheck the 
option to check for new versions at startup.  Unless you use winamp to 
interact with portable music players, 5.13 seems here to be the best version 
to use.