If I remember correctly, all it does is create a couple of really large files into which the distro is installed, and from which the distro runs. There should be a 'remove lnx4win' program that came with it - check your C drive, and also check in the 'add remove programs' bit. It may also have added a few lines to your WinXP boot loader file... but I wouldn't know about that father!
Anyway, why do you want to get rid of it? Are you thinking of installing a complete distro onto the harddisk instead of XP? You got hooked, huh? Good to hear!