Looks like that screenshot link is dead, so I can't really tell what the issue is.
Hello @UAVXP, @eiglow, the UI for game removal has been overhauled since this issue was reported, and if you're still seeing something similar, then it would need to be re-evaluated from scratch.
Closing as outdated.
Nothing extracted yet.
I can make so many "removing" windows, when Steam is still removing things
Screenshot: http://img15.imageshack.us/img15/9965/ev3q.png - there's only one window when the game has been deleted, but when game is so big and deleting time is quite long, I can make 20 or more windows, I didn't notice. And those windows are still on the screen until exiting Steam client.