If you are sure that everything is working fine you can delete the folder $NtServicePackUninstall$.
To remove the now invalid entry in Add/Remove programs, go there and click the Servicepack entry. You should get a message that SP can not be removed and you will be asked if you want to remove the entry.
Don't delete the folder C:\WINDOWS\ServicePackFiles that is the Sp1 equivalent to dllcache.
PS: Eck, obviously you have installed SP1 now, referring to previous threads, did you ever find out the reason why the install stopped?