I think I know the type of thing you mean, although i wouldn't use the term "winglet" to describe them myself. I think the term "vane" is more appropriate here since winglets generally refer to vertical upward wing tip extensions.
As to their purpose, i think they are used to redirect part of the airflow around the engine nacelle and wing for some reason. The flow in the nacelle/wing area is very complicated and I am guessing they found that part of the flow was having some detrimental effect. Could be drag related in cruise configuration or something to do with flow over the wing/flap system during take-off and landing.
Have seen similar on B737 although there its only located on the inboard side of the nacelle. For the 737 at take-off the linked photo shows a vortex from the vane as the flow is redirected over the wing rather than under it.
Hope that is of some help
http://www.airliners.net/open.file/0275961/L/