I don't know if it will help, but you can try changing the song in the playlist editor that WACUP tries to start with. Edit the "winamp.ini" file's "pilp=" parameter's value in the "[Winamp]" section to one less than the position in the playlist of the song you want to start with. For example, set the value to 9 if you want to start with the 10th song.
If you are using the Time Restore & AutoPlay plug-in (gen_timerestore.dll), also change the "track=" parameter's value in the "winamp.ini" file's "[Time Restore & AutoPlay]" section to the same value.