check where you installed the game to (the directory i.e. C:\games) and delete any trace of the game from there, then delete all your shortcuts from start menu, then open the run command (windows key + r) and type in regedit. (click continue on the UAC prompt) and hit CTRL+F and type in baldurs gate. Delete everything that comes up...
OR, if you dont want to, or that doesnt work... download CCleaner, and install it. theres an add/remove programs list, that lets you remove the programs from the list, will stop annoying you at least.