I have an 04 yam with a winch and have not had any problems, did you put the winch in on your own or is it factory? I did my own and all I had to do was to wire the relay direct to the battery, the wires from the switch to the relay and then the big leads from the relay to the winch, don't even need the key on to run the winch and have not had any problems with it in 6 years. If it is factory try to locate the relay for the winch, I am only guessing but there should be an override on it to detect when the ATV is in gear. If you can try to take off the leads and use a meter to test them to see if they are hot, it should be a simple set up as it either needs to be on or off for the plow to work. Put the meter on the leads and then put the machine in and out of gear if it is open when out of gear then just cover the ends and leave them off, if it is closed in gear then make a jumper on the relay to keep it closed and the plow will not know if you are in or out of gear.