If you're using VB, download the module that they have on their developer's page. It has way to turn its volume up and down.
WinAMP_VolumeUp 255 or something like that. I didn't like using Winamp's volume control when I wrote my software. If you slide it down slowly, you see it stays loud 3/4 down the way until you get near the left and cuts out really fast. I finally just controlled the main volume for the whole system which works much better. In your software, tell Winamp to turn its volume all the way up, then just manipulate the main volume. I think you'll be much happier.