Add and Remove Programs

I am running Windows XP and I have recently come across a problem with my add and remove programs. I am not seeing every program that is downloaded on my computer. For instance I have a game that is downloaded which I can not see. I also have verious messanger programs that are not on my add and remove programs. Looking at the list now I only have 9 programs showing, verious windows applications, an anti virus program and media player. I know I have way more then that on this computer. I do not know how to fix this problem and am scared to download anything due to not being able to uninstall it. PLEASE HELP ME