when a program installs it doesn't just put files onto your machine..it also usually modifies the system files of your machine to tell it..
1. where it is located.
2.whether it requires the operating systems(OS...like windows 98,XP) help in functioning properly.
3.An OS comes packed with usefull tools that todays programs make use of..but they will only ever load them if the program is installed properly.

for example windows has the ability to associate files with programs. If you install a paint program without the paint program telling windows what it is. Then you'll have trouble opening the associated paint files.
Likewise..if you delete the paint program then next time you click on a picture file windows will go looking for the deleted program obviously not finding it.

The Windows Registry is the difference. When you install a program, it adds entries to the Registry. Such entries include (but are not limited to) the path to the needed files, the serial number (if any), which file extensions are assigned to the program, the most-recently-used (MRU) list, and much more. If you were to simply delete the files, the Registry entries would still be there. Even when you do a "proper" uninstall, many programs don't clean up after themselves properly. It's this leftover flotsam and jetsam that contributes to registry bloat and eventual corruption. In my experience, about 90% of the problems I have had with Windows can be traced to the Registry--that's why there are so many Registry repair tools, from ScanReg /fix and /opt, through RegClean and onwards to RegHance and other fancy tools.

you can always uninstall manually if you can read install.log/similar files of the program, which stores all files that were written, registry enteries that were modified etc.
don't blame me if you messup things