Actually the problem was that the installer did not have access to the RTW files, and the RTW.exe file, along with a few others, could not be deleted by it. I managed to manually delete the files, and now have a functioning version of RTW1.5 on my computer.
Thanks guys, really appreciate the help. Finally managed to delete everything thanks to Warmaster Horus (YAY, another Warhammer 40k fan). The big problem was I was using the uninstall function which came with the game, instead of the Windows remove programs function.

If anybody has this same problem try this:
1) Right click on the desktop short cut.
2) select the delte option, you should get a message saying that it will only delete the shortcut and that to remove the file you must use the windows add/remove programs function.
3) the add/remove programs thing should be blue. Click on that and it will take you to a screen with all the programs on your computer. On the left you'll notice several options. Make sure the add/remove programs one is selected.
4) Find RTW by scrolling down the list, then select it.
5) You should see an option to remove the program. Select this and when asked if you want to remove it click yes.

After that the WINDOWS uninstaller should take care of everything.
If anyone has any questions or problems feel free to post them here.

Once again, thanks for the help guys. I am very grateful for it.