Penguin

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:

http://www.linuxgazette.com/node/view/3444