It's likely that the program is already running 'in the background'. (You can't uninstall a program which is running). If so you should start with Alt-Ctrl-Delete and enter the task manager, from where you can end the program.
However it's not always easy to spot the relevant application in Task Manager. (If it appears as 'Mywinlocker' you've got no problem but it might appear as something like 'mwnlr32.exe' - that's a fictional suggestion - which is far harder to spot). It might be simpler to restart your laptop, booting it into Safe Mode. (Keep pressing F8 during the boot process. In the text menu, use the arrow keys to select 'Safe Mode' and press Enter).
Your screen might look a little odd in Safe Mode (because the graphics drivers might not load) but you can still get to Control Panel and then uninstall in the normal way.
Chris