Yes it gets a bit frustrating, then you see reviews with people saying it's bad and it broke their computer etc etc. Head over to lsfaq.shellfront.org and read about how to uninstall litestep in windows xp. Because you didn't uninstall it properly, you will have to do some manual registry hacking.

You could try to uninstall it via add/remove programs first, but because you deleted the directory, I doubt it would work.