Loud instrument that's in the woodwind? (5)
I believe the answer is:
flute
'that's in the woodwind?' is the definition.
'loud instrument' is the wordplay.
'loud' becomes 'f' (A musical term).
'instrument' becomes 'lute' (lute is a kind of instrument**).
'f'+'lute'='FLUTE'
(Other definitions for flute that I've seen before include "Champagne glass" , "Wind instrument" , "Narrow wineglass" , "Blown" , "Musical instrument - wineglass" .)