Configs and autodownloaded files are never stored in the game folder.
In Windows XP they are stored in: Documents and Settings/USERNAME/Application Data/OpenArena/baseoa
To make a clean install you don't have to remove the program, just the folder in Application Data
No such folder exists. I rooted around documents and settings to see if a similar one did; one did not. A search for all instances of "baseoa" in a folder or filename yielded these interesting results....
On an unrelated note, thank you for making that cool, CTF castle map.