I'm going to steer pretty clear of the OS conversation, with a brief mention of being partial to OpenBSD, 2k/XP and formerly BeOS. I believe all OSes have their drawbacks. That being said, I'll also dodge evangelizing players. Some crash more than others, but I've had all I've used crash at some point, on some OS. Since we got all of that out of the way...
A properly written MP3 decoder, as in one that follows the specs and doesn't do any weird EQing or deviations from what should be considered a straight path for decoding, will sound the same when compared to other proper MP3 decoders. WinAMP (now) uses a proper decoder, XMMS, etc. Foobar has one that operates with more exact math (I'm simplifying this a bit, yes) that supposedly, on some level may assist in sound quality on a very theoretical level. However, none really sound 'better' than the other, unless there's something in the DSP chain... OR..
In this situation, there may be something occuring in the drivers or in the mixer, as this situation is where two different OSes are being used. With that, my suggestion to you when you're using Windows is to use Foobar2000 or WinAMP using Kernel Streaming as the output. Foobar2000 supports this mode out of the box, I believe its a third party plug for WinAMP.
The only risk is that depending on the hardware and such, it has a chance of either not functioning or locking your machine up. FB2k will also WARN you that this is a potential risk. However, if it plays after switching, it will continue to do so without issue. On the off chance something goes wrong, you can always switch it back. No real harm, no foul. Just a waste of your time.
The end result is that you're basically bypassing almost all the variables that could be present in Windows. I've noticed on some setups that this will result in things being louder and in one odd case, clearer. This is often mistaken for 'better' by some. However, seeing as the original post here mentioned Windows having a lower output, I figured this bit of info would be very relevant.
Hope that helps! Have fun, man!