It is your Computer's way of telling you how disapointed it is in you for trying to uninstall such a great game. 
Let do things the manual way.
Look in the sticky thread named "Self help"
Look at post #4 it gives detailed instructions on completely wiping EU2 from your system.
Let do things the manual way.
Look in the sticky thread named "Self help"
Look at post #4 it gives detailed instructions on completely wiping EU2 from your system.