There is currently no uninstaller yet. All the installer does however is create the Ecere directory ([Program folder]\Ecere SDK\ by default) and put all its files in there.
There is one config file C:\Documents and Settings\[Username]\ecereIDE.ini which you might want to delete, or keep there for next time you use the SDK (it doesn't take up any space). It might also have modified your PATH environment variable if you left the checkboxes on when installing. There is no registry key being set.
So all you need to do to manually uninstall is to delete that Ecere SDK folder, and optionally remove the PATH entries and delete the ecereIDE.ini file.