There's really no reason to convert Protracker mods into any other format on Windows. Even WinAmp should be able to play all the usual Sound/Protracker derivatives. The default mod plugin that comes with the standard installation is ####e, however. I suggest you get SurfSmurf's oldsk00l plugin instead.
Alternatively, Deliplayer and ModPlug Player provide a more accurate playback. Deliplayer also has support for a large number of the more "exotic" Amiga formats.
Oh, and Deliplayer is indeed the Windows-version of the now dead DeliTracker.
