To uninstall the components firewall client share and message screener is just like uninstalling ISA 2004. Goto the Control Panel, Programs and do a change/remove when it asks you for either Modify, or Remove. If you choose Modify, do a Custom installation and uncheck the FireWall Client and the Message Screener, complete the wizard and then install ISA 2006.
If you get a message concerning ISA Server Storage, installation error. I found the fix on Microsoft Forums :( http://www.microsoft.com/technet/community/newsgroups/server/isa.mspx ), search for ISA Server Storage error and you will find out that you have to remove the server from the Domain, install ISA 2006 and re-join back to Domain after installation completes.