I've been using Winamp for around 18 years now, so I kinda know my way around some functions I use a lot. Crossfading is one of those, and even so this issue got me pretty bamboozled.
Every time I try to turn the crossfader on, it says it is "not supported" and that I have to activate DirectSound as output plug-in. Every. Time. Even when Nullsoft DirectSound Output v2.64 is already set as active output plug-in (and is the only output plug-in enabled, btw).
I had to enable fading directly from DirectSound settings (first time ever I had to do this in the dozens of times I installed Winamp).
If I turn off the crossfader, and then try to turn it back on, it again gives me the "not supported" message; to fix it I have to go into Nullsoft DirectSound settings again and just clic in any of the options of the list, to make the plug-in "remember" that it already has fading enabled... The "Enable" checkbox appears greyed as if it were not available, but when I clic the list it magically goes back to normal. I click OK, close preferences and voilà, crossfader back online.
Now it is active and it's working. If I don't touch it, it'll be fine. But that doesn't make it less annoying, lol.