Bounjour aka ZeroConf aka Rendezvous is the name of the protocol, not the name of an application.
If iTunes, which uses Bonjour to detect servers, can find the server, Bonjour is working. If it doesn’t work in another program, that’s probably because that other program has problems, but not “Bonjour” itself?
Also, since Bonjour is a protocol to find services, not to use them, and WinAmp imho doesn’t support Bonjour anyway, you can just use the stream address directly in WinAmp (since you know it, no sense in using Bonjour there)?