I dont have XP, but can you not go to Control Panel > Add/Remove Programs ? You should be able to uninstall it that way.
Even if you "uninstall" it from "Add/Remove Windows Components", it doesn't actually uninstall it. It just removes the shortcuts and associations with it, but IE6 will still be there. This is why it shows no space being used by IE in that list, because it doesn't go anywhere. It can still be run from its executable, and some programs like Windows Live Messenger will still force it to open when you click to open Hotmail.
It's possible to remove Internet Explorer, but it's a difficult process and I strongly advise against it.
As do I, part of the reason being stated above. It's more or less an integrated part of Windows. If you want it to be used as little as possible, uninstall it as described above and install your browser of choice. You might have to also go into File Associations and remove any references to it there, or change those to whatever browser you choose to install. But like I said, some programs will still look at IE as the default, regardless.
