First I uninstalled the program through my control panel.
I deleted any directory folders on my hard drive relating to the VPN or Firewall.
The Registry kept a folder called "FW1" (Fire Wall 1) with a key in it. After I deleted it I was able to reinstall.
If that doesn't work, check these threads:
http://www.firewall-1.org/2001-07/msg00578.html http://www.phoneboy.com/wizards/200111/msg00008.html