Older version of RR, like how old? And what skin are you trying to use? If you could list some other details, we can get to the bottom of your problem.
details such as:
1. winamp version
2. skin using
I would also highly recommend that you get the latest config, the one that comes with the rr install is no longer the latest version. see my sig for links to newest one.
Depending on which skin you are trying to use, you prob need to do two things, update to the new config, then run it and it will register the files that need to be. And set the 'sceeen fastmode' setting (general tab, page 2), to the 'gdi+' setting.
Try these suggestions and post the results