For vgmstream, I'll quote from the README in Androu1's tool
Instructions:
1) Copy libvorbis.dll and libmpg123-0.dll to Winamp's main folder
2) Copy in_vgmstream.dll to the Plugins folder inside Winamp's main folder
So you put libvorbis and libmpg123-0 in the folder w/ the Winamp app and in_vgmstream goes in the "plugins" folder.
As for the looping problem, I have NO idea.