As far as I know, you need to know COM and have a DLL. See
Hammer's excellent post for lots of information. There is also a guide to COM objects
here.
I would assume you're okay with using a 3rd party DLL? They are not written in mIRC script, so you might want to consider it
Of course, you could also look at the addons you've downloaded and see how they are coded. Ripping them would be a different issue of course, but getting ideas and seeing what other authors have done is a good way to learn, even if the code isn't commented.
That's pretty much as far as my knowledge goes with winamp stuff, I don't use it, nor do I have a desire to!
Regards,
