The advice for uninstalling LW always used to be - use the uninstaller (start > all programs > LW > uninstall). That's because remnants of LW were often left behind after uninstalling via Add/Remove Programs.
Now, the LW Wiki tells people to uninstall via Add/Remove Programs. But it seems like people are still having trouble after doing it that way.
Try running
CCleaner or
Microsoft Windows Install Clean Up
If you still can't remove the empty folders, try one of the utilities in this thread (DelinvFile & Unlocker have both worked well for me):
http://www.gnutellaforums.com/downlo...elete-all.html