Last question first - uninstalling requires the driver/software to be removed first, the computer shut down and the PCI card physically removed.
Depending on the software in question you may need to first remove the application using control panel/add remove programs then go to device manager and uninstall the card.
Initial set-up is usually easier with WEP/WPA and any other security functions ("disable broadcast SSID" for example)turned off or not selected as it reduces the scope for problems.
SSID can be Eric, Susan or Montazumasrevenge if you like as long as all stations have exactly the same one. The use of "Any" allows most WiFi kit to latch on to all signals whatever SSID is being used.
I`d expect the led to at least flicker at some point when the computer boots but without having tried your particular card it`s hard to be certain. I have a Linksys card lying around which I just tried in a non-Windows system. The led glowed green from power-on despite no drivers or available network but that doesn`t mean your card will do the same.
If you post the exact makes/models of the wireless hardware you have I`ll have a look at the manuals and see if I can help.