make uninstall
Command for uninstalling software compiled from source using make(1). Most OS/Distro do not support it. If you are worried about it you can install with a prefix:
./configure --prefix=/usr/local/softwarename/
The only other option is to find all the files and rm -f them.
This is also an interesting read:
No page links to MakeUninstall.
http://www.linuxgazette.com/node/view/3444