should be easy enough
After you have taken a registry backup, or if running XP (you don't say), take a windows checkpoint, then run regedit. Search for all case where the path to the program appears and delete the registry key. Depending on how old it is, you might need to search for the Dos version of the path as well as the extended version. For example search for "c:\program files\movie maker\moviemk.exe" and "c:\progra~1\moviem~1\".
However, since this is a default part of windows XP standard package, and does not have a removal option in windows install, you should beware of unexpected side effects. In other words it is dangerous, you should not do it unless you have very good reason to, and don't blame me if you find your PC become unstable, as there is no way to put it back without a full re-install of windows.
You should do a full google on the web for movie-maker, especially on Microsoft Knowledgebase, for any known problems. Take care !
As to the xerox entry, there are entries in windows for all sorts of main software and hardware suppliers, which are just useless - they might be left-behind by incomplete uninstalls, from some Microsoft original intention to supply something they never actually did, or simply ready as a top-level domain for any of the many packages or hardware that might get installed later from that supplier. Ignore it, theres nothing wrong.