It is because you curently have Winamp setup as your 'default' player for .mp3 files - and probably a lot of other file types as well !
This almost certainly happened when you first installed Winamp.

Start Winamp and go to

Options
> Settings
> File Types

From there it should be fairly obvious what you need to do...

Just leave Highlighted the file types you want Winamp to run as 'Default' and 'unHighlight' the ones that you don't want Winamp automatically to be chosen to play said file.

Easy, huh ?

btw... A warning in advance... If you decide to experiment with any of the other Settings, DO NOT Change

Plug-ins > Output > 'Nullsoft DirectSound Output' unless you really know what you are doing and have a VERY definite reason for doing so !



Also, remember that if you Right-Click once on the file you want to play or open you will then see a sub-menu where you can select

Open with

The rest is, again, fairly obvious, but be very careful about deciding to select, 'Always Perform This Action' - Best to ALWAYS leave any checkbox that offers such an option 'uncheckmarked' !