Robert, the previous version of SD had some uninstall bug in it. But seems that this has now been fixed. To remove this completely, you will need to install SDv5 again from
http://www.pctools.com/spyware-doctor/upgrade/. Since you have this installed, you may want to test it. I have downloaded it earlier today and it has been running really well. I experienced the major slow downs in all the previous version, ie, refreshing of IE pages, slow browsing, major slow downs and so on, but it appears all is up and running quite well. Don't want to get to carried away just in case lol. If however, you wish to go back to v4, exit SDv5, uninstall it, remove the folder from c:\Program Files\Spyware Doctor if its still there, then install SDv4. This should work just fine.
Just incase it doesnt, it may be possible that a file is being used by another process thats why you get the message that 'access denied' message. To fix this an uninstall in safemode will do the trick.
Cheers,
Chippa