DBurelson, look in the c:\windows\setupapi.log file for the portion that covers the time when you were uninstalling Zune and see if those errors are listed. If so, post that portion of the log. You may be getting the uninstall errors for the same reason you're having errors during the install.
If the rollback message is for Windows Media Player, that should be ok. The UMDF components come with WMP 11, so if you rollback to WMP 10, you are going back to before UMDF was installed (by WMP 11 at least).
The two key items to remove in addition to Zune are "Windows Media Player 11" and "Windows Media Format 11 Runtime".
The service that needs to be reinstalled/fixed is "Windows Driver Foundation - User-mode Driver Framework". Installing WMP 11 will install this service/component. If this service is started or you can get it started, you may not be experiencing this particular problem.
Zune Product Team
.: This posting is provided "as-is" with no warranties, and confers no rights :.