Sorry I should have added more detail. I use big bento and used that for years with winamp. I was using the leaked 5.8 version of winamp but i think older versions had this behaviour too. My previous behaviour in winamp was to go down to the task bar, click on the winamp tab and use the mousewheel there, so it saved me moving the cursor back up over any of the winamp UI. I could also adjust the volume whilst the cursor was outside any of the winamp windows
I just installed winamp again on my other machine and its not showing this behaviour. A few months ago i switched from window 7 to 10 on both machines so i suspect this has something to do with it.
Tried winamp on a windows 7 machine and that does the old behaviour I was familiar with, seems like this is indeed a windows rather than a winamp thing.