I installed Thunderbird, then I removed it but the program still appears in the menu "Applications". How do I delete it?
There must be some leftover entries in Windows Registry. Try deleting those but proceed with caution and make a backup copy of registry first (either creating a System Restore Point or using some app. like eruNT).
Additionally Mozilla applications store user data under USERS\your account name\AppData\Roaming\Mozilla folder (Vista and Seven). Try looking tor these too.