Usually when a program you've removed comes up with this it says something like " parts of the program have not been deleted and will have to be removed manually, click for more info" or something like that. If you do click for more info it will tell you what it is that you have to delete, then you just go there right click on it and delete it.
For example, if it says the part left is C:program files/games/blah then all you do is go to that file and delete it. If you didn't note where the files that were left behind were then you will have to install it again, uninstall it and then write down what has been left behind so you can delete it. I hope that makes sense to you.