Cant say for sure where they're located but a sure shot way to remove all the games you downloaded is to go to:
Settings -> Applications -> Manage Applications
From here find the app you are looking to get rid of, in this case Rom Gripper (I think we both spelled it wrong) and select it. You'll see a button to "Clear Data." Press this and it should erase anything that you downloaded using that app.
Just make sure to do this before uninstalling any app and it should remove anything that app put on your phone or sdcard.