What version of the software is it, Consumer or Enterprise and did you already try removing it the normal way via Programs/Uninstall a Program (Add or Remove Programs in XP)?
What exactly are you trying to do when it says you need permission? You don't uninstall a program by deleting anything so am wondering exactly what method you were using.
If it's the Consumer (Home) product and the normal uninstallation method doesn't work then run the MCPR cleanup tool listed under Useful Links at the top of this page and then reboot when it asks you to.
N.B. the tool only works with the home products.