If you have ever gotten caught with an installation that has crashed or have had problems uninstalling an application, this tool might be of some help. Many programs use "Windows Installer" to install themselves, and sometimes during installation or later when you are trying to uninstall you find that the installation information in Windows has been corrupted. This will sometimes keep the program from being reinstalled or uninstalled. The Windows Installer CleanUp Utility will clean out corrupted Installer data allowing you to reinstall the product (It does not remove the program).
http://support.microsoft.com/kb/290301
[Thanks Tim for pointing me to this]
If it's uninstall your having problems with check out the Uninstall Everything article for a great uninstall utility that will remove even corrupt installations.