You have to manually delete a key in your registry. You do that by starting regedit (Start => Run => regedit => Enter) and navigate to "HKEY_LOCAL_MACHINE\Software\Paradox Entertainment" and delete the Victoria key. It looks like a folder in regedit.(If you have applied more than one Patch then there might be more than one key).
If you are nervous about editing the Registry then get someone to do it for you. However if you only delete the above key(s) no harm will be done.
EDIT: Note: If you have the Strategy First version, you may have to substitute "Strategy First" for "Paradox Entertainment" both in the above registry path and below in the path to the files.
