If it isn't playing but it shows as it does, check your default output directory. That's how Winamp encodes into other formats. You might already have the files in mp3.
Regardless of that, I'm going to give you instructions so that you can customize your files in whatever way you want:
1. I would recommend you that you switch to Winamp classic skin since that's the one I use in these instructions.
2. Go to Preferences -> Skins -> Classic Skins -> Classic Visualization. Make sure you mark "No visualization". This will disable the visualization bars that appear below the timer.

3. Check your input plug-ins, just to make sure that you have properly installed 64th Note V1.1.

4. Go to Plug-ins -> Output and select Nullsfot Disk Writer v2.14.

5. This is important: if you don't configure Nullsfot Disk Writer, you won't see how it outputs your files. Make sure you configure and change it to your personal preferences. The options are self-explanatory. I recommend you to check 'Display "save as" dialog for every file'. If this option is not enabled, the files will be automatically written in your default output directory without you even noticing.

6. After doing all the previous steps, simply play the file as you normally would. If you enabled 'Display "save as" dialog for every file', you will have the chance to select the filename and directory. If not, after the file you are playing finishes, check your default output directory. There you will find your converted file.
I hope that, with these instructions, you will now be able to convert your usf files into mp3 without problems.