If you do a basic install of WSS 3.0, it installs SQL Embedded. There’s no option to remove this in Add/Remove Programs. The directions to do it can be found here. I’ve also pasted them below

http://technet.microsoft.com/en-us/library/cc708491(WS.10).aspx – Search for “Uninstalling WSUS 3.0 does not uninstall the database instance”

Uninstalling WSUS 3.0 does not uninstall the database instance

If WSUS 3.0 is uninstalled, the database instance will not be uninstalled. The instance may be shared by more than one application, and will cause other applications to fail if it is removed.

If it is necessary to uninstall Windows Internal Database, the following commands will uninstall the application:

32-bit platforms: msiexec /x {CEB5780F-1A70-44A9-850F-DE6C4F6AA8FB} callerid=ocsetup.exe

64-bit platforms: msiexec /x {BDD79957-5801-4A2D-B09E-852E7FA64D01} callerid=ocsetup.exe