Remove Power Messenger from live server

Hello,

I uploaded the entire powerMessenger folder to my server (the whole folder that I downloaded from WebAssist after making my purchase.)
Next I tried typing in PowerMessenger (replacing your domain with my domain). I followed step 2 of the readme file, "Opened browser and entered the URL to be directed to the Installation Wizard." The page was not found.

I went back and reviewed the directions again and realized that I made a mistake in uploading the whole powerMessenger folder and it contents (powerMesssenger>PowerMessenger101>PowerMessenger Files> and all the files in this folder)

Next I tried to delete the powerMessenger folder from my server. I received the attached error message attached. I host with dreamhost.

I was able to remove many of the files from my server, but not all of them.
Now I've got things really buggard. What to do next? Please advise on what I can do remove any the unessary files from my server (get past that error attached) and advise on the correct files that need to be uploaded to make installing PowerMessenger a success.

Thanks for your help,
Danielle