First, we need installed Winamp (any versions)
CHIPAMP - this is plugins for playing music records of many consoles:
Amiga
C64
CPC
gameboy
GBA
GENESIS
gg
MSX
N64
NES
SMS
PS1
PS2
SNES
TG16
ZX
Supported Formats: A2M, AMD, AY, BAM, CFF, CMF, D00, DFM, DMO, DRO, DTM, GBS, GSF, HES, HSC, HSP, IMF, KSM, KSS, LAA, LDS, M, MAD, MSC, MTK, NSF, NSFE, PSF, PSF2, RAD, RAW, RIX, ROL, RSN, S3M, SA2, SAT, SCI, SID, SNG, SPC, USF, VGM, XAD, XMS, XSM
1) We can download program here: http://www.chipamp.org/download/
2) Now install CHIPAMP into directory Winamp (By default directory: C:\Program files\Winamp\Plugins)
3) We can find music here: http://www.zophar.net/music.html
Some setups for NSF Plugin (NES)
In this options we can change Audio output, music speed, sample rate, "auto open methods" and misc UI options, for example small mini player:


Some setups for VGM plugin (MegaDrive\Genesis)
Here we can change playback rate, PSG volumes, mixer levels, and some another things:

Setups for GSF (Game Boy Advance)
Only for select low-pass filter 

Enjoy 