Uninstalling unwanted games on my computer?

I like playing online games but when I get tired of them I must bid them farewell and find a new game to tickle my fancy. I was going through my programs that I have on my computer and noticed alot of games that are still installed. However, when I go into Control Panels to remove them I get a message that says "Could not Un install" I have at least 10 games still in my programs that I get this message for. Can anyone tell me how to get rid of them since the add/remove option is not removing them?