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So i had installed pykeylogger to a directory with other files in it (that was an accident, i had intended it to go in a folder in the directory). When I was uninstalling it because I wanted to run from the nag-free source instead, pykeylogger deleted itself and stuff but it also started removing everything from that directory (I managed to recover everything that was deleted).
Most programs will remove only what the added to the directory, or ask whether you want foreign files also deleted from the directory, so it would be nice to have the uninstaller only delete the files it created. Of course this isn't an issue if you install into a folder with nothing else in it :)