There are a number of applications that are installed with XP but do not appear in ADD/REMOVE, so it would appear that they cannot be uninstalled (MSN Explorer is one notable example). However, by performing the following file modification you can change dramatically expand the list of applications you can remove from Windows XP:
First, make a backup copy of sysoc.inf (c:\windows\inf\sysoc.inf) in case something gets fouled up.
Open the Sysoc.inf file.
Do a global search and replace for ",hide" replacing it with just a comma.
A sample old line looked like this: AccessUtil=ocgen.dll,OcEntry,accessor.inf,HIDE,7
The same line now looks like this: AccessUtil=ocgen.dll,OcEntry,accessor.inf,,7
Note that there are two commas after inf and before 7
Save the Sysoc.inf file, then close it, and reboot your computer.
You will now see a number of additional components which can be safely removed in the ADD / REMOVE WINDOWS COMPONENTS button in the ADD / REMOVE control panel applet.