Well, i couldn't wait anymore Wouter, so i just made my own automatic winamp nick changer for MSN.
It works fine on my MSN6.1 and winamp 2.x
i didn't had much time to add much of options, maybe later
just make sure you'v got a nick name then start my tool
the rest will follow
Monty
PS: don't change your current winamp song too much, or MSN will see this as too much traffic for your account