The below is older. Here is the latest from Microsoft, the “Program Install and Uninstall troubleshooter”:
http://support.microsoft.com/mats/Program_Install_and_Uninstall
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The very best thing to do about Windows Installer problems, might just be this:
http://wiki.lunarsoft.net/wiki/Dial-a-fix
But you should also get the latest version of the Windows Installer.
The current version is 4.5. These are new installers, which appear to contain cleanup routines:
There is also a separate cleanup tool. Sometimes you will have to reinstall applications and/or do other cleanup work if you use it. For this reason Microsoft appears to have taken it down from its sites. I was able to get it from here:
http://majorgeeks.com/Windows_Installer_CleanUp_Utility_d4459.html