If you want to remove programs that are installed with Windows but are not visible in "Add/Remove Windows Components" (such as MSN Messenger in WinXP), edit a file called "C:\WINDOWS\INF\SYSOC.INF".
Go to: Start-> Run-> type in: C:\WINDOWS\INF\SYSOC.INF [Enter]
In there you will find a listing of programs, and you will note that some programs have the word 'hide' at the end. Simply remove the word 'hide' but leave the preceding comma. Examples:
Exit saving changes.
Now when you open Add/Remove Windows Components, you will see the now viewable, in this example, "Windows Messenger".