What type of project are you building? You have two options:
Code:
WinExec("C:\\Program Files\\Winamp\\winampa.exe", SW_SHOWMINIMIZED);
This executes something as if you had just dbl clicked its icon.
or
Code:
system("C:\\Program Files\\Winamp\\winampa.exe");
This will pop up a command prompt window and executes what you typed as if you had typed it. Youll see what I mean when you try it.
Also make sure you use "\\" to represent one \. Thats similiar to typing "\n" or "\t" etc...
Hope that helps