Winamp and the Nintendo DS don't have much in common. They make for strange bedfellows - one is a virtual program made by some guy who worked for and hated AOL, and the other is this sexy shiny little thing sitting on my desk which brings me more pleasure than all the moisturized spa salon tranny hands in Vietnam ever could, supposing I was into child labor and hermaphrodites. Despite their unlikely coupling, the following two programs do integrate the duo in a very unlikely way.
STREAM YOUR COMPUTER'S MP3S OUT OF YOUR DS SPEAKERS

By creating a WiFi streaming proxy thinger (powered by nanotechnology and chicken blood), this application allows you keep your gajillion gigs of pirated audioism in your noisy tower while you're anywhere in the house with your DS. It basically turns your DS into a wireless speaker. Good stuff. The reviews are in and there is a bit of an echo, but considering the app is only in version 0.2 this is pretty sick voodoo. The fact that this person is playing Yoko Kano, melodius composer of the insanely good Macross Plus soundtrack among other things, makes me warm and electroplanky all over.
Grrrrrrab it
NOT COOL ENOUGH? OK HERE - JAM ALL OF WINAMP INTO YOUR DS
If the thought of not being able to micromanage what is coming out of your playlist gives you the shakes, this is your huckleberry.
It's an elegant solution - a server program runs on your desktop and listens on a specific port in your router which manages the packets back and forth. While gorgeous, the program is half written in spanish so ifyou lose connection with your base it promptly says "me cago en tu madre, hijoputa", which translates roughly to "keep the black beans coming".
Grab it like you want it.
Beyond Winamp - how about desktop controls?
They're working on it.