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 RE: When Winamp Loads I get A "Windows - No Disk" Error [SOLVED]
 I also had this problem but the earlier methods didn't help. For me  the problem was that under preferences the skins-directory was not valid.. so every time winamp started it tried to access my dvd-drive and if there were no disc..well you see. 
 
So see if your skins directory is valid. 
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