Drag the files into winamp(or use * as the filename and press enter to show all files), sort them with the misc>sort list buttons, then save a playlist called '!all' in the same folder as the files. My winamp hasn't lost it's association with playlist files yet, so it's easier to manage than making it show all files(doing so will make it treat folder link files like a song file)
you'd really need to go through all of the input plugins that you've got currently installed and where possible remove any unwanted ones from their configuration options (in_mod/in_midi are good culprits if i remember correctly)
another part of the issue is that internally winamp's list for the list of associated filetypes to look for was re-organised so that certain popular formats would be found at the start of the list to ensure they will work (though this has no effect for 3rd party plugins and is all hardcoded in the core)