You'll need to learn how to use your computer if you don't know how to find your basic folders/files on it.
Use Windows Explorer (do a search for it) and put a Shortcut of it on top of the Desktop. This will allow you to see what's loaded on your computer within folders and files (if you don't know the difference, better do a search for them too).
By using Windows Explorer you should find a screen something like this:
My Documents folder is opened, notice the SH4 folder (where the cursor is)? That's the SH4 folder.......delete it.
I know the un install thread refers to the Registry........ Don't do it. You will get into all kinds of trouble if you don't know what your doing in there.