Dump all that to the recycle bin.
Then go to C:\users\documents\mygames\crysiswarhead
Dump all that to the recycle bin. Then empty your recycle bin.
I advise you try using CCleaner to uninstall Crysis Warhead properly before you manually delete the files, since I am not sure if it will make it reinstall properly by just removing the files and not using a program to do it.