Tony's educated guess is a good one, but should not be the cause behind your problem. I tag all my WAV rips with audiograbber for later encoding. I don't have any pops added to any of my songs.
First, test the ripped WAV to listen for any pop at the end. If there's something there, then it will obviously be present in the encoded file. If it's clean then you can start to look at your encoder settings.
Check these things out and then report back with your Audiograbber settins and how you're using LAME (internal via DLL or external command line). Then we can see if there's anything obvious and make a suggestion for another test you can perform. Good thing you've already ruled out the playback device by testing in Winamp as well.
Bruno