I like winamp for listening music but is annoying to not be able to open swf file with double click because it starts it in winamp and it stops my music. It is not some big problem but if anyone know how to fix it tnx in advance.

You may set the default opener for any kind of file in your OS. You might have ticked swf when you installed winamp, to set as the default player.

abduraooft was correct! make sure that you use a different program that will the shockwave file or swf. For sure you are on windows operating system and to do that select the swf file first (just one left click) or just simply right click on the file and then go to "open with" then select a default program. then a popup will appear containing list of programs and you may notice that winamp is listed way above other programs or selected by default. To change the program I personally select internet explorer or other internet browsers and click the check box that says something like "always use this program..." then the icon of swf file will change once you have successfully configured it.