There is a free program called "G-Spot" which will tell you exactly what file type it is that you have there. You can download it from here:
http://www.headbands.com/gspot/download.html
That the file is shown as Winamp file is easily explained. Winamp is your default media player. It it would be Windows Media Player them it would be shown as Windows Media File.
I believe the XivD and DivX format are usually avi files, which Nero should be able to burn without any problems....
