Hai
Well, it's difficult to say. It could be tha the program was uninstalled but that the shortcuts were missed. This can happen due to a few reasons, such as if the user moves the shortcuts after installation.
Do the shortcuts work - do they launch RealPlayer? If they do, then it is still installed. If not, check the target of the shortcuts to see where they point to and see if the installation folder still exists.
If the installation folder is gone, you should be fine to just delete the icons. The reason you get the messageabout "this will affect all users" is that the icons are in the "All Users" program group.
If you feel that the installation was not done correctly, the best course of action is usually to reinstall the program and then run the uninstallation again.