Replay Gain - how to use?

Where can I find a step-by-step guide to getting the benefit of the Replay Gain feature on my Fuze?  I did a Google search and found a discussion from 2009 about using Mediamonkey but I’m looking for more recent info and would like to be able to use other software, maybe Winamp or WMP? 

FWIW I usually use foobar2000.  Just drag your music folder into it, select all, right click > replaygain scan.

But checking google, it seems winamp has a similar option so you could use that if you want.  

I have done it with Mediamonkey, and also with foobar2000, which is what I use now.  WMP has no replaygain support whatsoever…Winamp might though.

Thanks to you both.  LOL, I did not see the sticky note thread above about this subject when I posted this thread so excuse my oversight. I’ll refer to that info. 

Winamp Standard does support RG.