FrostWire has an option to uninstall. ie: Start menu -> All Programs -> FrostWire -> Uninstall.
(Click thumbnail sample image. Snapshot from Windows 7's Start Menu.)
Are you sure the program itself is not uninstalled? Maybe the shortcut is all that's left over. If necessary, use Crap Cleaner, see
http://www.gnutellaforums.com/333278-post2.html on how to use it to get rid of shortcuts and left over registry files, etc.