Roman, that is why we at REX set up a default locale for REX to install into C:\REX, if you need to install REX onto another drive say F:\REX, or D:\REX,
that is okay but REX has to go into it's own folder and nothing else should be installed into the REX folder.
if you take it upon yourself to change this locale and install it into a common folder or
install other programs into the REX folder when you try to uninstall REX everything gets uninstalled with it.
at this point you will need to uninstall REX and then manually go and look for any left over REX items and delete them and make sure you empty your recycle bin as well.
Then run a good registry cleaner such as Ccleaner it is free to download from the Piriform website.
Once you have done this re-boot your system and reinstall REX into the default locale.
As for the other items that were deleted you will have to find those and install them again on your own.