Sorry for late reply as your problem is most likely solved by now. There is an uninstaller within the LW program folder. It is appropriate to use this rather than just trashing the program folder.

But what confuses me is your mention of the dock which is only found in OSX. So I presume you're running LW Classic in the classic environment. I'm not sure why you'd want to do that.

The surest way to quit any program is OPTION COMMAND ESC which brings up an option to quit any running program.