Removing files when uninstalling WiX

Use RemoveFile element with On="uninstall". Here's an example:

<Directory Id="CommonAppDataFolder" Name="CommonAppDataFolder">
  <Directory Id="MyAppFolder" Name="My">
    <Component Id="MyAppFolder" Guid="*">
      <CreateFolder />
      <RemoveFile Id="PurgeAppFolder" Name="*.*" On="uninstall" />
    </Component>
  </Directory>
</Directory>

Update

It didn't work 100%. It removed the files, however none of the additional directories - the ones created after the installation - were removed. Any thoughts on that? – pribeiro

Unfortunately Windows Installer doesn't support deleting directories with subdirectories. In this case you have to resort to custom action. Or, if you know what subfolders are, create a bunch of RemoveFolder and RemoveFile elements.

Use RemoveFolderEx element from Util extension in WiX.
With this approach, all the subdirectories are also removed (as opposed to using RemoveFile element directly). This element adds temporary rows to RemoveFile and RemoveFolder table in the MSI database.

To do this, I simply created a custom action to be called on uninstall.

The WiX code will look like this:

<Binary Id="InstallUtil" src="InstallUtilLib.dll" />

<CustomAction Id="DIRCA_TARGETDIR" Return="check" Execute="firstSequence" Property="TARGETDIR" Value="[ProgramFilesFolder][Manufacturer]\[ProductName]" />
<CustomAction Id="Uninstall" BinaryKey="InstallUtil" DllEntry="ManagedInstall" Execute="deferred" />
<CustomAction Id="UninstallSetProp" Property="Uninstall" Value="/installtype=notransaction /action=uninstall /LogFile= /targetDir=&quot;[TARGETDIR]\Bin&quot; &quot;[#InstallerCustomActionsDLL]&quot; &quot;[#InstallerCustomActionsDLLCONFIG]&quot;" />

<Directory Id="BinFolder" Name="Bin" >
    <Component Id="InstallerCustomActions" Guid="*">
        <File Id="InstallerCustomActionsDLL" Name="SetupCA.dll" LongName="InstallerCustomActions.dll" src="InstallerCustomActions.dll" Vital="yes" KeyPath="yes" DiskId="1" Compressed="no" />
        <File Id="InstallerCustomActionsDLLCONFIG" Name="SetupCA.con" LongName="InstallerCustomActions.dll.Config" src="InstallerCustomActions.dll.Config" Vital="yes" DiskId="1" />
    </Component>
</Directory>

<Feature Id="Complete" Level="1" ConfigurableDirectory="TARGETDIR">
    <ComponentRef Id="InstallerCustomActions" />
</Feature>

<InstallExecuteSequence>
    <Custom Action="UninstallSetProp" After="MsiUnpublishAssemblies">$InstallerCustomActions=2</Custom>
    <Custom Action="Uninstall" After="UninstallSetProp">$InstallerCustomActions=2</Custom>
</InstallExecuteSequence>

The code for the OnBeforeUninstall method in InstallerCustomActions.DLL will look like this (in VB).

Protected Overrides Sub OnBeforeUninstall(ByVal savedState As System.Collections.IDictionary)
    MyBase.OnBeforeUninstall(savedState)

    Try
        Dim CommonAppData As String = Me.Context.Parameters("CommonAppData")
        If CommonAppData.StartsWith("\") And Not CommonAppData.StartsWith("\\") Then
            CommonAppData = "\" + CommonAppData
        End If
        Dim targetDir As String = Me.Context.Parameters("targetDir")
        If targetDir.StartsWith("\") And Not targetDir.StartsWith("\\") Then
            targetDir = "\" + targetDir
        End If

        DeleteFile("<filename.extension>", targetDir) 'delete from bin directory
        DeleteDirectory("*.*", "<DirectoryName>") 'delete any extra directories created by program
    Catch
    End Try
End Sub

Private Sub DeleteFile(ByVal searchPattern As String, ByVal deleteDir As String)
    Try
        For Each fileName As String In Directory.GetFiles(deleteDir, searchPattern)
            File.Delete(fileName)
        Next
    Catch
    End Try
End Sub

Private Sub DeleteDirectory(ByVal searchPattern As String, ByVal deleteDir As String)
    Try
        For Each dirName As String In Directory.GetDirectories(deleteDir, searchPattern)
            Directory.Delete(dirName)
        Next
    Catch
    End Try
End Sub