Get bigger Speakers 🙂
Winamp has a built in graphic equaliser, and I think the creative audioHQ software allows you to adjust the bass output.
Generally, if there's not enough bass to start with that's the fault of the speakers and trying to force more bass out is gonna sound hideous.
What setup you got?
[edit]
I just re-read that...
Most speakers cut off at above 40Hz, only a <serious> subwoofer is going to get down there. It's pretty much below the threshold of human hearing anyway...