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If you are on Vista, then it's possible there are files in other locations.
Otherwise, removing both the py and the pyc file from scripts/Custom/Ships ought to remove it.
#please be gone now you stupid ship
%USERPROFILE%\AppData\Local\VirtualStore\Program Files\Activision\Bridge Commander
%USERPROFILE%\AppData\Local\VirtualStore\Program Files
would you know where..? :o