Uninstall it as you would a regular program, through the control panel of your OS. Aimed at those who use(d) the zip version, as the uninstaller offers the option to delete this folder. Open the file ...
HLAE is uninstalled by deleting it's files (if you extracted it into an empty folder you can delete that folder). C:\Program Files (x86)\Steam\userdata folder. Then for every [1] child folder in there ...