First off - if you don't have onboard surround sound or a 5/6/7.1 sound card, you won't get real surround sound. Secondly - very, very, few albums are recorded in 5.1 (or 6/7.1) and usually they are on DVD Audio discs so you aren't going to get "real" surround from a normal MP3. Just because audio us coming out of all 5 sat. speakers doesn't mean it's real surround. Anyway, to get the most out of your speakers, you should properly configure either the Winamp EQ or the EQ that comes with the software for your soundcard.
What speakers do you have?