Do you want your application not in appear in Add/Remove Programs list?
If yes, ARPSYSTEMCOMPONENT property of the Windows Installer SDK helps.
Setting this property to 1 prevents the installed application to be displayed in the Add/Remove Programs List.
More information on this key is available at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/msi/setup/arpsystemcomponent.asp
On a side note, i fyou want a quick access to Add/Remove Programs List, type appwiz.cpl at your Start > Run prompt.