I fondly recall using a winamp skin that made it absolutely miniscule, just a thin line at the top of the screen, with the song name, and some buttons - but also very importantly that thin line could sit above everything else, so the keyboard buttons would still work to make music play/pause and skip ahead while playing Counter Strike.
Did that in turn lead to me being accused of cheating at a lan because some guy running a server who was also at the lan saw this unfamiliar box sitting at the top of my screen and assumed it was somehow allowing me to cheat? Sure, but the fact that I sucked at CS helped disabuse that idea pretty quickly.
I miss lans 