I had this self same problem with Winamp. Here is what I did:
Got gen_MSN.dll from www.mess.be (go Donwload>Browse All MSN Files> Search for 'The Blasphemer'> click the bottom link 'MSN Messenger Music Plugin' then download.)
Installed it.
It didn't work for me at first, so I asked a friend for help, and they told me to download
this file.
I then went C:/Program Files/<user name here>/Winamp/Plugins, deleted the gen_MSN.dll that was in there and replaced it with the one I had. I then restarted MSN and Winamp and its worked ever since.
Then make sure under your name you have 'Turn On What I'm Listening To' ticked.
If there isn't a gen_MSN.dll in your Winamp Plugins Folder, don't worry, just put the one you have downloaded in there.
Hope this helps.
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