Without knowing all your settings, it's very hard for anyone to able to "fix" this, 'cause you can't tell if you're comparing "oranges" with "oranges".
- is replaygain active on both players?
- is the same sound output driver being used?
- is the buffer size the same?
- is the output being resampled, and if so, by application or sound card?
And that's just some of the variables involved that I can think of.
It could even be your own personal preference interfering with the result. Subconsciously you prefer Winamp, so it will always sound better to you.