You're gonna need a REAL big alternator to deal with the current draw from a winch. Bigger than you'd ever put on a Jeep.
Most of the current being drawn by your winch is actually coming from your battery. That's one of the reasons that a lot of people upgrade to Optimas and dual battery setups. (well, there's also the issue of acid spilling and running welders, but we're getting off track)
So yes...get your money back for your melted alternator, because laternators aren't supposed to melt.
Upgrading your alternator is a good idea if you're putting additional strain on your electrical system (lights, big stereo, CB, winch, power inverters, rice cookers
)
Those types of drain are longer term and more gradual. Winches tend to be drastic and short term.