Thanks for the response zames :).
I've done everything you've told me so far and things were going smoothly till i tried to play them on winamp. Now being that i''m not very tech savvy i couldn't really figure out what the "readme" was telling me to do. Heres what it says.
Since Ogg Vorbis, MPEG audio, and G.722.1 are now supported, you will need to
have libvorbis.dll, libmpg123-0.dll, and libg7221_decode.dll.
You can get these from
http://hcs64.com/files/vgmstream_external_dlls.zip
Put libvorbis.dll, libmpg123-0.dll, and libg7221_decode.dll somewhere Windows
can find them.
For in_vgmstream this means in the directory with winamp.exe, or in a
system directory. For test.exe this means in the same directory as test.exe,
or in a system directory.
I have no idea how i could move them to the system directory or what that even is. And what does it mean by a place windows will recognize? Again sorry i'm not very tech savvy :(.
lol It's ok, I had a feeling that part might stump you as it's a step I've forgotten a few times in the past. Just place those 3 files (libvorbis.dll, libmpg123-0.dll, and libg7221_decode.dll) in the same directory that winamp.exe is, so more than likely it's Program Files (x86)\Winamp. You don't need to put them in a system directory. in_vgmstream.dll should be in the Winamp\Plugins folder. You DON'T need test.exe, that's only for command line usage (which you won't be doing). You should then be able to play the adx files with Winamp.
After you've confirmed that the adx files can play in Winamp, you can now configure vgmstream's loop settings to fit your needs. Just enter Winamp's preferences (CTRL+P or just right click on the track controls or equalizer and select Options > Preferences), click Input (under Plug-ins), and double click vgmstream plugin. There's just a few settings you can change but they can be useful. Loop count means how many times you want the song to loop, fade length is for specifying how many seconds in the end-of-track fade starts, and fade delay tells winamp to delay the time until the fade kicks in. When tracks sound like they don't need to loop, it's good to use "Ignore looping" but you should be fine for the most part with loop normally.
My personal settings for it (which I feel work well with most game music) is loop count 2, fade length 10 seconds, and fade delay 5 seconds. You can fiddle with it and you can always return to default settings should you forget what it orginally was. Once you're happy with the way the songs sound/loop, it's time to convert them to wavs. To do that, just click Output (also under Plug-ins in Preferences) and double click Nullsoft Disk Writer. Set the directory that you want the wavs to output, make sure "Convert to format" is UNTICKED (it'll rip the ADX files from source attributes that way), and if you want, you can specify the playlist index so it'll show what track number the ADX files were in Winamp's playlist. Once that's all set, click ok and make sure that you have SHUFFLE and LOOP disabled. You can now just throw all the ADX files into Winamp's Playlist (or a single file, however many you want is fine) and double click the first file on the list. They'll all convert quickly to wav files to the folder you specified. Don't forget to change your output back to Nullsoft DirectSound or WaveOut when you're done!
At this point, it's up to you to convert them to your preferred format and tag them. mp3tag is a great program for tagging large amounts of files easily. I hope all of this helped out, if you run into any bumps, just ask here!