Hi Glenn. If you are using the Bento layout make sure the toggle switch next to the 'lightening bolt' is set to Repeat: Off
Go into Options/Preferences/Playlist and make sure 'Manual playlist advance' is checked i.e. enabled. Then close out of Preferences and then close Winamp. Re-open Winamp and auto-play should now be disabled.
PS: The newest version of Winamp is 5.63 so you might want to upgrade is you still have problems using Winamp 5.572.
What is New in Winamp 5.63?
Wireless desktop sync with Winamp for Android™ iTunes Library Import
Major podcast overhaul including new directory powered by Mediafly
New Windows 7 support including taskbar player controls
Available in 16 languages including Turkish, Romanian & Brazilian Portuguese
Improved playlist generator
Add the Winamp Toolbar and control playback from your browser (optional)
All the best, Mike
Yamaha Genos, Mackie HR824 MKII Studio Monitors, Mackie 1202 VLZ Pro Mixer (made in USA), Cakewalk Sonar Platinum, Shure SM58 vocal mic.