Try Unlocker click here to delete everything remaining. You may have to try deleting files rather than folders. Ctrl+A to select all in a folder, then right-click > Unlocker - & take it from there.
If it still refuses to reinstall, you may have to uninstall everything to do with 'OpenMG' as well - look for this in your Add or Remove Programs applet (mine has 3 separate OpenMG entries there). G