I don't know how you'd do it under directX, but under OpenGL you'd create an empty texture and then use glCopyTexSubImage2d() to copy the backbuffer into the texture. You might then have to manage the uploading and handling of your own textures rather than using Images, although Blitz has some helper functions. I suggest googling the opengl red book and blue book.
As to winamp, no idea, never seen it. I know the iTunes visualizer can be either OpenGL or not, but it's not very amazing.
As to winamp, no idea, never seen it. I know the iTunes visualizer can be either OpenGL or not, but it's not very amazing.