If you right click on the taskbar at the bottom, then select task manager then lclick on the applications tab, you can see if the application is running. If the application is still running, take a note of the executable name, then end the process.
After that in explorer search for the offending executable, and delete it. This isn't a clean way to tidy up, as it will probably leave loads of reg keys, dcom registrations etc, but it may be better than nothing.
Good luck