I've noticed that in most cases when that message pops up, there is/are certain file(s) or registry entries being currently used by - none other than ZU itself

, which make sense if you had it running all the way through from installation to uninstallation of an application. In other cases, I find that ZU can remove things that it otherwise can't while in Safe Mode. And in rare cases with complicated registry keys, it simply can't delete it at all.