Winstone is a servlet container that was written out of a desire to provide servlet functionality without the bloat that full J2EE compliance introduces.
It is not intended to be a completely fully functional J2EE style servlet container (by this I mean supporting extraneous APIs unrelated to Servlets, such as JNDI, JavaMail, EJBs, etc) - this is left to Tomcat, Jetty, Resin, JRun, Weblogic et al.
Sometimes you want just a simple servlet container - without all the other junk - that just goes. This is where Winstone is best suited.