Keep in mind wine is still development, and can't do everything (yet).
First of all, it sounds like the problem is not with the wine debugger, but that wine just can't run the programs you are telling it to (wine is still in development). type "wine notepad", to test it and see if it is set up properly.
Why are you trying to get winamp to run? Instead of using winamp, use xmms
If you want to run games, use the commerical version of wine- cedega. get it at transgaming.com it can do counterstrike and stuff.