VST plugins can now be used with XMPlay, as a VST bridge has been produced for Winamp which works in XMPlay. It's available here (install in Winamp, then copy to your XMPlay plugins folder like any other Winamp DSP plugin):
http://classic.winamp.com/plugins/details.php?id=146317There are some nice free Kjaerhus VST plugins to try out here (install to a folder you create, e.g. C:\Program files\VST):
http://www.kjaerhusaudio.com/classic-series.php