How can I change the icon to the winamp one?

Use this example same principle but instead apply it to mp3's & other audio types & select winamp instead for the default player. See Setting Default video app

__________________
Imagination is more important than knowledge. -- Albert Einstein
Only two things are infinite, the universe and human stupidity, and I'm not sure about the former. -- Albert Einstein
640 K [of computer memory] ought be enough for anybody. -- Bill Gates (1981)
The secret to creativity is knowing how to hide your sources. -- Albert Einstein
When facts don't fit the theory, change the facts. -- Albert Einstein
Religion keeps the poor from murdering the rich. -- Napoleon Bonaparte
The important thing is not to stop questioning. -- Albert Einstein
I know not with what weapons World War III will be fought, but World War IV will be fought with sticks and stones. -- Albert Einstein
"A composer is a guy who goes around forcing his will on unsuspecting air molecules, often with the assistance of unsuspecting musicians." -- Frank Zappa
"Tobacco is my favorite vegetable." / "May your sh*t come to life and kiss you on the face." / "Scientology, how about that? You hold on to the tin cans and then this guy asks you a bunch of questions, and if you pay enough money you get to join the master race. How's that for a religion?" / "Communism doesn't work because people like to own stuff." / "There are three things that smell of fish. One of them is fish. The other two are growing on you!" / "Jazz is not dead, it just smells funny." / "The creation and destruction of harmonic and 'statistical' tensions is essential to the maintenance of compositional drama. Any composition (or improvisation) which remains consonant and 'regular' throughout is, for me, equivalent to watching a movie with only 'good guys' in it, or eating cottage cheese." / "Remember there's a big difference between kneeling down and bending over." / "The most important thing to do in your life, is to not interfere with somebody else's life." / "Rock journalism is people who can't write, interviewing people who can't talk, in order to provide articles for people who can't read." -- Frank Zappa
"The music business is a cruel and shallow trench, a long plastic hallway where thieves and pimps run free and good men die like dogs. There's also a negative side." - Hunter S. Thompson
The shy can light the dull dark room with life when their eyes mirror their inner sunrise - LOTR

I tried that still dosen't work

Well it worked for me. I tried refreshing but only 2 files changed their icons. That might be due to my slow windows. But closing & re-opening LW certainly did the trick. (Sorry if it takes a while to open the sample image below.)

Go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) Then change which program opens your mp3's.

__________________
Imagination is more important than knowledge. -- Albert Einstein
Only two things are infinite, the universe and human stupidity, and I'm not sure about the former. -- Albert Einstein
640 K [of computer memory] ought be enough for anybody. -- Bill Gates (1981)
The secret to creativity is knowing how to hide your sources. -- Albert Einstein
When facts don't fit the theory, change the facts. -- Albert Einstein
Religion keeps the poor from murdering the rich. -- Napoleon Bonaparte
The important thing is not to stop questioning. -- Albert Einstein
I know not with what weapons World War III will be fought, but World War IV will be fought with sticks and stones. -- Albert Einstein
"A composer is a guy who goes around forcing his will on unsuspecting air molecules, often with the assistance of unsuspecting musicians." -- Frank Zappa
"Tobacco is my favorite vegetable." / "May your sh*t come to life and kiss you on the face." / "Scientology, how about that? You hold on to the tin cans and then this guy asks you a bunch of questions, and if you pay enough money you get to join the master race. How's that for a religion?" / "Communism doesn't work because people like to own stuff." / "There are three things that smell of fish. One of them is fish. The other two are growing on you!" / "Jazz is not dead, it just smells funny." / "The creation and destruction of harmonic and 'statistical' tensions is essential to the maintenance of compositional drama. Any composition (or improvisation) which remains consonant and 'regular' throughout is, for me, equivalent to watching a movie with only 'good guys' in it, or eating cottage cheese." / "Remember there's a big difference between kneeling down and bending over." / "The most important thing to do in your life, is to not interfere with somebody else's life." / "Rock journalism is people who can't write, interviewing people who can't talk, in order to provide articles for people who can't read." -- Frank Zappa
"The music business is a cruel and shallow trench, a long plastic hallway where thieves and pimps run free and good men die like dogs. There's also a negative side." - Hunter S. Thompson
The shy can light the dull dark room with life when their eyes mirror their inner sunrise - LOTR

I have a lime wire library in my itunes that will not download to my ipod. I have tried to drag the songs and what you suggested above....I am not sure if I need to start over with the downloads or what...?

You can't! Simple as that! The LW Playlist in iTunes can be played but that's all. To copy songs to iTunes Library & then to iPod, you need to properly add them to iTunes. So totally ignore the LW playlist. See instructions here How to transfer music to my iPod (& iTunes). I'd also recommend using the manual updating of your iPod, not auto update.