If you want to remove some additional programs that are installed with windows but are not initially visible in Add / Remove, edit a file called "C:\WINDOWS\INF\SYSOC.INF".  In there you will find a listing of programs, and you will note that some programs have the word 'hide' at the end.  Simply remove the word 'hide' but leave the extra comma:

BEFORE:msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,hide,7

AFTER:msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,,7

Now when you open Add-Remove Windows Components, you will see a new choice, in this example, "Windows Messenger"