Control panel, "programs and features" is the new name for "add/remove programs''.
You can also find a removal tool to run after uninstalling it to clean up any leftovers. List of uninstallers (with links) available here:
http://uninstallers.********.com/ Many AV's leave stuff behind. You should download the uninstaller to the desktop and after the uninstall/reboot, run it as an administrator.
Uninstalling of an AV and installing a new one should best be done while disconnected from the www, so make sure you have the installation file for your new one downloaded or on CD before uninstalling the old.
You might also need to make sure the Windows firewall is turned on afterward, unless what you intend to install includes a firewall.
I'm not 100%, but think that AV's are best installed by also running the installer "as an administrator". This is done by right clicking the file and making the appropriate selection. You'll then have to OK your way through the UAC prompt. (I hate those things. In fact, I'm not particularly loving W7, from what I've seen so far. Very happy with XP.)