Be sure the winamp skin is set to "classic". The modern skins don't hide properly.
Get this program:
it will split your GPS port into two separate ports so that RR and Streets and Trips will work. Use one port for S&T, then use the other for RR. There is an option for GPS port in RRConfig. There should also be a "Hide Taskbar" option in RRConfig. It will hide the Taskbar when RR starts.