The Winamp 2 Plugin works on Winamp 5 though (since WA5 was basically a remake of WA2).

You need to learn to read manuals

The two 10pin blue objects next to your PCI slots (the long white objects).

More details can be found on page 2-29 of your manual

I use an external hard drive / CD ROM case. Most computer stores/websites sell external 5.25 cases for housing internal drives. I have a hard drive in mine, and then put an MX2 in the CD Drive bay.

Don't really see why you need 2-3ft of cable to go from the psu to the case door, but anyway.... One choice could be to obtain a floppy cable to 4 pin (like those used to power hard drives or cd drives) connector. Most good online stores sell them. You can find extension cables for the 4 pin cables ...