Some security programs can only be uninstalled by using special 'uninstall tools', provided by the firm which produces the security program.
If it's Norton software, you need this:
http://service1.symantec.com/Support/tsgeninfo .nsf/docid/2005033108162039
If it's MacAfee, follow the instructions under 'Removing McAfee Automatically' here:
http://www.pchell.com/virus/uninstallmcafee.sh tml
For other software, try Googling 'uninstall
xxxxxx', where
xxxxxx is the name of the program.
If that doesn't help, try using 'Add/Remove Programs' again but
after ensuring that no elements of the software are currently running on your PC. (Pres Ctrl-Alt-Delete, enter the Task Manager and end any tasks which look like they might be associated with the software).
If you're still having problems, simply run System Restore and select a date prior to when you downloaded the troublesome software. (That leaves the software on your PC but effectively uninstalls it).
Chris