Hi,
I understand that Winamp Version 5.11 will allow you to natively disable this feature....In the meantime I found this little puppy "Die Browser Die" that kills the window as soon as it pops up. Here is a link to the discussion. From here you can get the plug-in. The plug-in has to be invoked once you install it into your plug-ins directory/folder.
http://forums.winamp.com/showthread.php?threadid=228550&highlight=browser+window
Bud
p.s. If you can't access the link above, let me know and I will send you the plug-in.