1-You MUST use a classic skin or winamp will not hide (This is in the FAQ).
2-The order of display in RR is SORTED by FILENAME -- just set your cdrip to rip with names in the order you wish to see the files (If you can't do that, I recommand a CDRip that can do it, or use a Song organizer software)
3-The "Numbered" playlist option just hides/shows the song numbers on the playlist (you could simply have tried it to see what it does)
4-I do have plans to add other playback players (at some point)
5-Winamp is 100% FREE -- only some advanced features are added on Winamp Pro