Hi SaraBrown93,
I grasp that you uninstalled the HP connection manager, but have a file remaining. When you tried to delete the remaining file, you got a message that the file is open and were unable to remove it. I would try reinstalling the HP connection manager and then try uninstaling it again. If that does not work try uninstalling and reinstalling the audio driver.
If you would like further assistance would you provide your exact model of computer and the operating system you are running.How Do I Find My Model Number or Product Number?