Revouninstaller (it's free and compatible with VISTA and you can get it here http://www.revouninstaller.com/) will remove all the registry remnants and also the desktop and folder remnants of a program.
However, if you've already removed the program via Control Panel or it's own uninstall program (which are the same anyway), then you probably won't be able to use Revo because there won't be any listing for the program.
But the next time you want to uninstall something, use Revo instead of the incomplete removal with Control Panel or the program's uninstall feature.
As far as removing the remnants that the popup is telling you about, the best thing I can suggest is just to look at your C:\Program Files folder (wait a minute . . . I have XP, and it may be different in VISTA) and see if you recognize anything from that program.
But this may be a unique VISTA issue, so you might want to wait until a VISTA person chimes in here.