Unsure how to uninstall PeerGuardian correctly

So, according to the literature that came with peerguardian,

Open a Terminal window, drag the PeerGuardianUninstall.sh file on the new
window and hit return to begin the removal of all components.

Now, I'm not exactly comfortable playing with the terminal too much, and when I simply follow the directions above, terminal comes back with this:

_This script permanently removes the PeerGuardian support files (including preferences) with no further confirmations._
_Note: PeerGuardian.app will NOT be removed, you will need to drag it to the Trash._
_Continue? [Yy]_
y
_Removing Launch Daemon plist..._

_WARNING: Improper use of the sudo command could lead to data loss_
_or the deletion of important system files. Please double-check your_
_typing when using sudo. Type "man sudo" for more information._

_To proceed, enter your password, or type Ctrl-C to abort._

Password:

So I'm wondering what to do. Is this a normal warning, or should I set about trying to delete all files associated with PeerGuardian? Apparently the Phoenix Labs site is down.

Thanks for any and all help.

Ben