If you installed in the default directory, use:
> /opt/intel/composerxe-2011.x.yyy/mkl/[ia32 | intel64t ]/uninstall.sh
If you list all of the RPM package, do you still see any MKL related products?
>rpm -qa | grep 'intel'
If so, please try to use RPM to uninstall these packages.
Also, if you want to install as specific folder, a simple workaround is just to copy to the target folder.