That's what I did. I used "Add/Remove programs" with the Administrator account. When I clic on "Uninstall", a message indicated that software is used at this moment (of course, it is the antivirus server) and I choose to continue.
When I go to "Windows Firewall" => "Advanced settings" (on the left), I can see the rules who allow software to connect on the computer. And I can see that there is rules for "Live Update 3.0 Servers", "Live Update Admin", "Symantec AntiVirus Servers" etc... whereas SEP is uninstalled. I can't delete them.
Maybe the problem comes from here ?