Kinks like that are sometimes hard to avoid.
As Tennmogger said, it doesn't look like there are any broken strands, so you should be fine.
What I've done in the past, is take two 24" sections of 2x4 and bolt them together around the cable.
Then, once the 2x4 assembly comes in contact with the roller fairlead, the winch will pull the cable through the wood.
The tension will straighten out the cable. This is also a great way to spool your winch back tightly, because you can move the 2x4 assembly accross the front two rollers, to help guide the cable where it needs to lay.
Also a PERFECT time to oil the cable as its passing through the wood.
Here are some rough CAD pics I threw together to help demonstrate the idea:
Cheap and easy to make with only hand tools, and works great.