In response to the "Megadeth 1/4 step flat" thread, I'm posting links to some Winamp plug-ins that allow you to change the pitch (and speed if you want to) of MP3s played with Winamp.
Pacemaker
Slow Me Down
Take It Easy
I used Pacemaker last night and it works very well. It should be noted that you need to go into the Options for this plug and set the Transpose option to 0.01 for the most precise control, especially if you're trying to play along with tunes that are playing back less than a 1/2 lower (or higher).
Finally, just to be clear, this only works with MP3s. It will not work with CDs.