How do I change the shape of my window in the same way as WinAmp

Changing the window shapes is fairly easy. You basically create a region (HRGN) and then set that region for the window you wish to modify

Here is some sample code that does just that. Add this code to a standard window procedure (WM_CREATE) and you'll see the corners of the window are now rounded


case WM_CREATE:
{
  RECT rc;
  GetWindowRect( hwnd, &rc );
  OffsetRect( &rc, -rc.left, -rc.top );
  HRGN hrgn = CreateRoundRectRgn( rc.left
        , rc.top
        , rc.right
        , rc.bottom
        , 20, 20 );

  SetWindowRgn( hwnd, hrgn, FALSE );
}

Notes

There is normally more to it than this. You'll need to handle the drawing of the window so it looks right and things such as resizing the window can get a little interesting.

It's all possible but it needs a little more work.