You don't say whether you have XP or Vista. I have Vista and Wondershare programs show up under Start>Control Panel>Programs and Feature>Click on Wondershare _____>Click on Uninstall button that appears once the program to be deleted is selected below.
Or Start>All Programs>Wondershare>"name of wondershare program">uninstall "name of wondershare program"
In XP: Start>Control Panel>Add Remove Programs>Select Program name etc.
Uninstall.dat shows up in my Wondershare folder. Maybe you have system files hidden on your computer. Turn Hide System Files Off by going to Start>Click on Classic View>Folder Options>View Tab>Show Hidden Folders. Then you should be able to see your hidden .dat files.