File by file. That's why you should use RPMs if you have an RPM based system, or *.deb if you are using Debian, or *.pkg.tgz if using Solaris, or....
Before package management you either just didn't remove software, or you had to figure out what files were associated with what program and remove them one by one. Packages/RPMs make install/remove very easy. If you are installing webmin on your RedHat system download the RPM rather than the tar.gz file.
[ April 16, 2002: Message edited by: VoidMain ]