@adonay
The problem has already been stated. The PC sound hardware basically interpolates all the samples so that they don't get aliasing sounds.
It is those very same aliasing sounds that tend to make things sound brighter and more metallic on the amiga. If you play a 27kHz sample (usually A#3) on the amiga at a different note (eg C-2), you get a hell of a lot of aliasing effects but we are used to those sounds and they are actually taken advantage of in many mod files, just as a lot of old 8/12-bit sample/drum machine hardware nowadays is sought after for the same reason ;-)
Secondly, the Paula's DAC's are none linear which alters the feel of the sound.
The only way to play these more 'authentically' in winamp is to turn off all the sample interpolation etc. for the mod playback.