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:

BEFORE:msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,hide,7 

AFTER:msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,,7 

Exit saving changes.

Now when you open Add/Remove Windows Components, you will see the now viewable, in this example, "Windows Messenger".