I love having the winamp controls too so most of mine have them (4 out of the last 5).
Greenreaper gives you good advice. If you want, you can use the control graphics I made for my skin 'SETI green'. They have a transparent background so they'll be easy to apply to any skin. The only ones that would need modification are the volume buttons - just delete the text at the bottom, it's not all on the button graphic. Just put the same pink over the letters.
To add the controls, find a spot where they would fit and add the coordinates to the button's section in the UIS file. You can lift the button sections from my skin also, just make sure to change the total button count to match the number of buttons now in the skin and change the path for the graphics as well as the button number. Be sure to put the WBAmp.dll file in the skin's directory too.
In SETI green the first button you need is [Button19] which is the switch to turn on the controls. Then [Button20] through [Button27] gives you all the controls, just reposition them where you want and make sure the "LinkedTo" line points to the number you assign to Button19. The title is switched on with [Button46] and the title itself is [Button47]. You also need the section called [WBAmp]. You could do all this in notepad and use MSPaint to fix the volume button pink bits.
easy