Frankly, I don't see a compelling reason why Winamp needs to be using my network, as all I do is listen to songs from my local media. However, it appears to exact revenge when I try to ensure it can't on my firewall by completely eradicating my media library list (which includes all my song ratings and such). I was not able to recover this data, as I hadn't exported the database prior, and the actual database file was completely wiped. My other playlists and the actual media itself appear not to be effected, though.
Is this supposed to happen, by chance?
Edit: I wasn't able to get it to replicate this behavior with a different firewall+Winamp version. Hmm.