I'm sorry you were not able to uninstall it that way.. Then I can only suggest you to uninistall it manually (delete the folder I pointed you to before..)
Before removing it, uncheck all the associated filetype in BSplayer preferences, this way no registry keys will be left on your PC..
There will be only one you'll be able to remove manually by searching for "BSplayer" (the key should be this one: HKEY_CURRENT_USER\Software\BST)
I don't know why you get this problem, I never had something similar, and I've installed/Uninstalled almost all BSplayer versions since v0.8x (versions I used before are only in zip format :P )
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