Try to check if the PID file is existing for the splunk at the location $SPLUNK_HOME/var/run/splunk/.
if there it is, then you can remove that file and then you can delete the entire splunk. If this still does not help you, then you might need to remove the registry settings for the splunk from HKEY_LOCAL for the windows machine.
Let me know how it goes.
Did you specify a destination indexer IP with port 9997.
In the service manager you should verify that the user name and password are correct. You should use the domain\username format for the username.