Okay, so I visited a naughty site and I want to move all traces of it from my computer. I deleted the cookies. There is a file in Winamp and I can't locate it. When I tried to open winamp it froze and I can't do the alt control delete thingy because my computer says "task manager has been disabled by the administrator" and the administrator was mistakenly deleted from the computer.

I'm going to take a wild guess here...this isn't your computer, perhaps your parents'? It now looks like you and the site you were visiting have something in common...you're both busted.

So long as you weren't infected while you were there, and you cleared the cookies, and you haven't given anyone reason to go looking for a smoking gun, you should be alright, then again...