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Originally Posted by Feenix
seem to run fine over here without being reinstalled 
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Well you can count yourself lucky, then. Most apps register .DLL's or .OCX's when installed, and some rely on shared .DLL's/OCX's registered by other programs. Some apps also create hidden folders which contain settings. C:\Documents and Settings\User\Application Data is a good example.
This is the reason Windows apps need installers to do all that crap for you, and uninstallers to undo it all. Otherwise they'd use the Mac method of just dragging the app into the program folder and create a link to the desktop or wherever. When you want to uninstall, just drag the folder into the trash - done.