Do you need copy files from winamp playlist to some folder (e.g. folder for burning, portable media player, etc)? Than do it easy with SendTo plugin.
SendTo plugin add item to winamp playlist for send file to specified path from playlist.
Installed and useable straight away though it ws rather basic and is only accessible via the right-click menu in the playlist editor (a keyboard shourtcut/global hotkey would have been nice). Works but nothing special in it's current state.