No idea what happened to 4. But they do mention it
here. I too deal with the slowness of the newest version of winamp. However, it's not that big of a deal. It still has all the features I like, and the few seconds it takes to load really don't make that much of a difference in the long run.
As far as other quick windows software.
I use a number of tools from
analogx.com, like their timesync program, a quick and dirty www server, as well as a few other nifty/small tools. There is a lot to choose from, it's all free, and they do the job without ever knowing they're there.