WinAmp 2.0 does a good job. I think in the later versions they may have hampered this or made it more difficult to find. Check out
http://www.oldversion.com/program.php?n=winamp for a backlevel copy of the program. Once you have installed it, in the "Preferences... > Plug-ins > Output", you can set the output to be sent to a *.WAV file. Then just play the file that you want to be converted. I believe the new filename is automatically generated, but once the file is created, you can rename it to whatever you want.