I am wondering the same.

Though Foobar 2000 sounds quite interesting, I don't like it for two particular reasons. Firstly, it makes it a little difficult to change keyboard shortcuts and I have found it impossible in two cases. Maybe I don't know how to rightly do it, but I am doing just like I am instructed to. I cannot edit shortcut, and that was the most annoyance which made me uninstall it. Secondly, Foobar 2000 adds files to a playlist treeview when playing individual files inside a folder. For example, if in a folder you click on song A when your computer is turned on for the first time, Foobar 2000 opens up and song A begins playing. When you hit enter on song B, it is added to that first treeview created when you played song A. So you need to press an extra enter on song B to play it. If these two problems are solved, then it will be quite OK to work with it.

Well, I installed Foobar 2000 again, and I finally managed to customise shortcuts to my needs. Now I have a Winamp-like experience.

if either of those is possible I'm not entirely aware of it.  The second can sort of be done and is discussed in this topic.   Quickly taken from post 13, the Options dialogue in foobar has tons of them and can be a bit overwhelming; the one you are looking for is found under the playback treeview item.  It is labeled "Save playback state when closing foobar2000 and resume on next startup."  when this option is checked, foobar can be closed while playback is in progress and will resume at the point in the file where foobar was closed.  Pausing foobar will have the same effect, IE, if the player is closed when a file's playback is paused, foobar will resume playback from the point in the file where the pause action was applied, the only difference being that one must push play to resume.  Stopping the file and not pausing it will, of course, return foobar's playback position to the beginning of the file.  this is the closest I've gotten to bookmarking; as far as I know, it's the closest we can get with foobar.