You do in fact have to go through and manually delete all the config files etc. Typically when you use a package manager to un-nstall things it only un-installs the packages and dependencies that came with the initial install. The way to do this is :
1 use your package manager to remove the package
ex for ubuntu:
sudo apt-get --purge remove package-name
where "package-name" is the name of the item being removed
2 update your data base
3 find remaining crap
4 use the rm command to remove remaining lines
repeat 2, 3, and 4 till everything is gone.
Not doing this can cause conflicts if you try to reinstall the package. Linux doesn't have a registry but you still have to clean up after big programs like compiz are removed.