It is not advised to just delete the game because it is possible that some data may remain on your computer like registry entries and such. To completely remove it from your system, you can uninstall it by going to Start -> Control Panel -> Add/Remove Programs (Windows XP) or Programs and Features (Windows 7), select the software and hit uninstall. To be sure that there are no leftovers on your computer, you can use a program like AdwCleaner that clean your computer for rogue registry keys or toolbars.