When I use the EJ internal player, it keeps playing the same song, as it doesn't change the "next song"

I don't have this problem with winamp, but with winamp the youtube videos doesn't work, as winamp keeps playing when the youtube video is played with the internal player

make sure you have v5.12 or newer
it should automatically pause winamp while youtube is playing.
also with the internal player not going to the next song make sure "prevent playback stoppage" is checked on the sound options tab