I accidentally closed the set up file when I was installing a game. Now the problem is that the my control panel shows that the game is being installed but when I choose uninstall the game is not responding. I am not exactly certain where to find the registry key of the game in my windows registry and to manually delete it. Any help would be useful.

No problem matey use "windows install clean up", it will remove the references for you from the registry.
-Josh

Thanks for the tip Josh. I really appreciate it. I was using CCCleaner for this job before with less success. It looks like some of the registry cleaners aren't much efficient when comes it to removing specific files from the windows registry. Thanks once again.