I think you have to remove
(1) the installation folder (it depends from where you unzipped the downloaded files, for example c:\OpenArena 0.8.1, or c:\program files\OpenArena, or maybe on your desktop...), and
(2) the configuration/autodownload data folder, that -unless you specified a different one- is %appdata&\OpenArena... under Vista it should be C:\Users\username\Appdata\Roaming\OpenArena (see also
DO NOT LINK[/b]) h t t p s : / / openarena . wikia . com/wiki/FAQ#Where_are_the_configuration_files_saved.3F]here). Mods are inside subfolders of those folders.
I don't know if there are more files or settings around. I just take a quick look the the Windows Registry (regedit) of WinXP, and there OpenArena seems to appear simply in the "history" of programs like the zip manager and recently used files...