cant uninstall any programs.

I was on my desktop trying to uninstall some old programs and ones I don't use anymore. But most of them, when I got to uninstall them (from both the control panel and ccleaner) I get a warning saying it can't locate the file. But I KNOW some of the programs are still there, considering their on my desktop and if I click them, they open. MSN for example, I'd like to uninstall it to free up some space, but it says it can't find it. But if I click on it, it opens up and will let me log in. There's also some normal files (such as pictures I uploaded myself from my digital camera) I can't delete. It seems anytime I try to delete or uninstall something I get an error. My desktop operating system is Windows 98 SE. Why wont it let my uninstall stuff? Is there a different program I can try to uninstall programs with?

 

I have a problem, there is no Documents and Folders in that location