There are many programs that are written improperly for removing the program. For some reason it seems that programmers really are not interested in users removing an application from a system once installed. Essentially, you are encountering poorly written "uninstall" programs.
When you do run an uninstall, it may not delete c:\windows\system files (and you should not want it to do so anyway) because other programs may be using the same system file. In the main, these are *.DLL files, VxD files, etc.
If the file or folder is still present on your system and you have already run the uninstall and rebooted, then go ahead and right click on the folder and then normal click on "delete." It should not be a problem.
If you have removed a program from Control Panel's Add/Remove program it should automatically be removed. If it is not, then I recommend that you run through a regedit and search for that specific text and delete all references to it from the registry. Reboot again, and that program will be out of your Add/Remove Programs in Control Panel (again poorly written programs that do not entirely take themselves out of the registry).
There are many versions of OSes and many programs out there. There are also windows cleaning programs that will scan and check your registry to make sure that each key actually still proints to a program. They work to clean up the registry as well.
