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.