To clarify, when you "delete" files and folders of a program, you run a significant risk that remnant files will remain on your system. This is because CFP's uninstaller (and it is not perfect, by any means) looks for all of the original program files during its uninstallation routine.
If the uninstaller cannot "locate" certain files, the uninstallation will be incomplete, and you will likely encounter the problem you described in your first post. This is probably why CFP was no longer listed in the Control Panel's "Add/Remove Programs" applet.
Typically, the solution to this is to reinstall the program again, then uninstall it using the application's uninstaller, either through "Add/Remove Programs" or through the programs own "uninstall.exe" (generic example).
Sorry you had so much difficulty in removing "cmdagent.exe"; Unlocker is indeed an excellent tool, and should be a part of every user's utility box.