Have you done anything like deleted related spyware or downloaded a fake "cdclint.dll" to get rid of the ads? If you have, you won't be able to delete it, at least not conventionally.
I just switched to Kazaa Lite, but I needed to get rid of Kazaa v2 first. When I had a previous version of Kazaa I had downloaded a "cdclint.dll" to replace the original cdclint.dll to get rid of the ads. Whe I updated to v2 I just copied that over and replaced the cdclint.dll in it too, and it took the ads out. However, when I went to uninstall it, it by using the Add/Remove Programs in the control panel, it told me it couldn't find something in the cdclint.dll or whatever. So what I ended up having to do is reinstall v2 without messing with it, and then it let me uninstall it just fine.
I hope I didn't confuse you too much.