I don't think I've tried Winmx. Is it better than Morpheous? I know with Morpheous there is no spyware so no need to worry about opt'ing out.
Morpheous queues uploads and downloads too. You can set the max number of up & down connections you want and anything over that gets queued.
Plus with Morpheous you can search for just music or video or software (and a few other catagories) or you can search through everything.