I had exactly the same problem when I upgraded Winamp to the latest version. I upgraded because it doesn't play my .m4a files using the aac codec. I read all the threads related to this issue but to no avail.
I don't see how I can downgrade to version 9 of DirectX without causing new problems in Windows 10.
After 20 years of using Winamp, I regret the app is no longer actively supported.