HCS: You've probably already realized this by now, but more than likely, when kokujin plays the XMA files in Winamp, Winamp plays them using the "default" plugin, which usually means it attempts to play the file as an MP3. In other words, I very much doubt that VGMstream is playing the XMA files, and that this "bug" isn't going to be fixed very easily via VGMstream. Well, unless you put a "dummy" XMA "recognizer" in VGMstream, so that Winamp will send the XMA to VGMstream. Then, instead of playing the file, it could output an error message that says something like "XMA files are not currently supported. If you would like to add support for this format, please follow this link."
Yes, my post probably wasn't terribly helpful, but I thought I'd mention it just in case. I didn't want you to attempt fixing a bug that isn't really there. Mouser X over and out.
If he has vgmstream installed it will pick up .xwb files, since we have support for single sample ones. We probably don't do a good enough job of detecting the codec, though.
@Mouser: The winamp mp3 plugin can only process files with standard mp3 chunks in it, so unless xma has the same header structure nothing would be heard.