Just coming here as this is pretty high up on google list for people looking for a solution.
You don't need the Last.fm plugin, or any external program. This works with Winamp 5.666.
Search for DrO's gen_audioscrobbler.dll, and place it in the Plugins directory.
After a restart you'll see it in General Plugins, don't try to configure it, it will crash.
Copy the contents of below to a .reg file and run it. Replace your username in it, also paste in the MD5 hashed version of your password (link in below for that - and yea, its not too secure to store your pass in the registry like this, but thats what it is).
After this, you should see scrobbles popping up.
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Audioscrobbler]
[HKEY_CURRENT_USER\Software\Audioscrobbler\Winamp Plugin]
"username"="USERNAME"
;md5 pass from here: http://www.md5-creator.com/
"password"="MD5 PASSWORD"
"pluginenabled"=dword:00000001
"forceconnection"=dword:00000000
"showupgradeinfo"=dword:00000001
"useproxy"=dword:00000000
"proxyserver"=""
"proxyport"=dword:00001f90
"useproxyauth"=dword:00000000
"proxyuser"=""
"proxypass"=""
"includedircount"=dword:00000000