How do I unassociate file types?

Best way to re-associate file types / folders / menu functions with winamp is to completely uninstall winamp (remember to backup the winamp skins/plugins, in the winamp folder if you installed any), and completely re-install it.

Manually assigning it is hell...
I never understood why Microsoft never made a special (good/pro) tool for it...

OH LAWL. They would obviously not make a special tool for Winamp, since it's a product by Nullsoft, not Microsoft.

Right click Winamp. Go to Options -> Preferences. Or press CTRL+P when you have Winamp on your focus.

Go to File Types


Now that I read the rest of your post, your topic title has nothing to do with associating file types.
Go to Jump to File -> Shell Options in the Preferences menu

The bottom frame, select the bottom two Play in Winamp and Enqueue in Winamp