In SQL 2012, you can use stored proocedure [msdb].dbo].[sp_syscollector_cleanup_collector] to remove the associated data collector objects that were created while enabling data collector. This stored procedure deletes SQL agent jobs that were created while enabling data collector and also restores the state of data collector as it was before data collector was enabled

Related connect issue: http://connect.microsoft.com/SQLServer/feedback/details/334180/data-collector-remove-data-collector-to-remove-associated-objects