Performing the uninstall may not remove the xolox directory from \program files\xolox (or wherever you installed it) as xoloX creates some file not included in the install and the /temp and /downloads directories will probably have files in them. move any files you want to keep, and delete the \xolox directory and it's gone, with the exception of the registry.

The only entry in the registry to remove is: HKey_Current_User\Software\xolox (If you want to re-configure your settings from scratch, you can close XoloX and remove this then restart. No re-install required.)

No files are installed in any other folders, and unless you moved your xolox entry around in your start->programs menu, it should be removed correctly.