Skinamp

Skinamp is a very popular program intended to create your own skins for the well-known Winamp Media Player.

It's the easiest method to create basic skins: it features a complete set of options to customize your Winamp screen from the main background to the slightest details. The control types, bar colors, even the cursors can be easily modified to match the users' needs. When you are ready, just save the skin as a new .wsz file and you're done.
If you love to use Winamp every day, every time, and are feeling creative, then I recommend this program to you. In fact, as a Winamp fan, I'm sure that you are already browsing and testing new cool skins from the official site. Well, most of such skins are created with the help of this program, so feel free to experiment with it.
There is just one small detail: of course, although it's not mandatory, it's better to have Winamp installed in your PC. This way, you can easily test the skin (by applying it to Winamp) with just one click, if you need to test something that you can't see in the preview.