Are you using Windows Vista by chance? If so Windows is only removing the files in your Program Files folder, not those in your Virtual Store. You probably need to clean out your Virtual Store. To find it do the following:
Go to your control panel.
Switch it to "classic view".
Select "folder options".
Part of the way down on the "view" tab is an option to "show hidden files & folders", select that.
Now go to "my computer", then your hard drive, then "users" & select your user directory.
There should be a folder called "AppData", select this.
Inside the "local" folder, there is a "VirtualStore" folder.
Inside this there is a "Program Files" folder and you'll find what looks like a copy of your game folder.
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