I was trying to uninstall SQL server 2005. Actually that failed when i tried from the Add or Remove Programs, some order changed or some thing like that. After a search i found an article, which says How to manually uninstall SQL Express if uninstalling from Add/Remove Programs fails, But this work for SQL server 2005 too i think.

Here is the link : How to manually uninstall SQL Express if uninstalling from Add/Remove Programs fails from Aaron Stebner's WebLog