Marc I agree, thats those rather nice people at Microsoft for you
I had the same problem as this post a year or so back though when I (foolishly) installed a Harry Potter game. That damn wizard installed all sorts of Direct X drivers (Without so much as a would you like to overwrite message). Took me ages to sort it out, oddly enough as you suggested uninstall game, registry entries etc. Then a few days later my good wife re-installed the Potter game (darn, darn and cherchez la femme etc). On the second occasion I did a System Restore. Funny thing was this was a lot quicker and less frustrating than first time round.
You are right though it is rediculous that we have to go to these lengths. I think we shoudl put a Harry Potter spell on Mr Gates!