Try using the search companion. Enter the title of the game using advanced search features to show hidden files as well. Delete anything it finds.
This may be old hat for you seasoned puter geeks out there, but this "new" geek is gettin P'd off with this issue..! I recently completed playing thru a popular video game, and after uninstalling ALL the files etc., the name of the game keeps showing up in the shortcut icon on my desktop...???!! If I open the player and explore, which obviously shows nothing, cause there is NO CD in the drive, it reverts back to the standard CD icon.....UNTIL, I restart my computer the next day, and its BACK AGAIN...AAAAAHHHHHH...!!
Any suggestions as to how to cure this for good...?