Also, if you don't see winmx in the uninstall folder, then go to the folder in which you have winmx installed and you'll see an exe file named uninstallmx
Double click that file and winmx will get uninstalled. you can also directly delete the winmx folder. That is as good as uninstalling.
(Directly deleting the folder works only for winmx. Don't even think of doing that for any other program)
Cheers