The only way that I have found to remove it is through the Windows Registry editor (if you are not familiar with the registry then please for your own sake back it up first).
Click Start > Run > Type: regedt32 > click [enter]
Locate and and click on the sub window HKEY_CLASSES_ROOT to bring it active
navigave and delete the following registry key: HKEY_CLASSES_ROOT\Directory\shell\Purge
close the registry editor and restart your computer
The reason that it didn't work can vary a little. Most likly either the path to your loadpoint\bin\purge.bat or your systemRoot\system32\cmd.exe was not correct, you should verify them first before trying again.