When you purchase a new computer, it often comes pre-loaded with dozens of programs. Some of them may be very useful to you, but others are just taking up space. Over time, you may install programs that you use for a while, but don't ultimately need, and these programs can be removed from your computer to free up hard drive space and often improve the performance of your computer.
See Also: Detecting and Removing Spyware
Most well-written programs include an uninstaller package. There may be a link in your Start Menu to uninstall the program, but if there is not, you can usually do so through the Add / Remove Programs link in the Control Panel.
When you remove a program, you may see a window pop up that tells you "a shared file is no longer in use", and asks if you want to delete this file. It is usually ok to delete these files, but more conservative people may want to leave them alone, since there is a small chance that the file is still in use by some other program.
Uninstalling a program usually does not remove any documents, images, or other files that you have created with the program. If you want to remove these files as well, use Windows Explorer to find the location where you saved the files and delete them.