I think I did something stupid...

I downloaded the latest version (2.0) of SEF Advance, exported my settings (SEFBackup.xml) and uninstalled the component.  It gave me an error that I unfortunately closed the screen to by mistake but it looked like it hadn't deleted some files so I went with FTP and deleted the com_sef folder in the components folder but not the administrator componenets (which seems full of files) which had a few files in it.

I then went to reinstall the component and I now get an error:

- 1 - An Error Has Occurred
It was not possible to copy the selected file.

How might I fix this?
Thanks for any advice...

Delete both:
components/com_sef/
and
administrator/components/com_sef/
with FTP and then try to install.