It's common - in the Windows world, at least - for programs to leave
behind some files and folders after they are uninstalled. Many people
uninstall a program only to re-install it right afterwards. This might
be done if the program stops working properly.

Rather than forcing the user to re-configure the program when it is
re-installed, certain configuration information is left behind. If you
have no intention of using the uninstalled program again - or if you
prefer to configure a re-installation from scratch - you are free to
delete the leftovers.

The leftovers in your case are your Firefox profile.
---
Leonard Grey
Errare humanum est

Carl wrote:
I am a Mac user, new to Windows.

I removed Firefox from Windows XP Home by using the Add or Remove
Programs control panel.

Afterward, when I do a search for Firefox, I come up with three
folders: Components, Defaults, and Plugins.

May I just right click on these and delete them?

Why are they not deleted by the Add or Remove Programs control panel?

Is there some Program I could download, as there is for the Mac, that
will, when you use it to delete a program, safely delete every file
associated with that program?

Many thanks,
Carl