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I expected newer versions to install over older versions, but they didn't (though 2010 did import the list of FTP sites from 2008, while 2008 did not import them from 2006).
Is it safe for me to uninstall the two older versions, or will I lose anything critical? (Note: I don't mind losing settings. Most of my settings are default, and those which aren't are easily changed.)
No, it is not safe to uninstall previous versions. Due to our lack of development force we have not managed to produce very smart setup yet (work in progress), so I will disclose the secrets of manual uninstall.
1) Delete WeBuilder 2007/2008 folders. It is safe to do so.
2) Delete WeBuilder 2007/2008 shortcuts from start menu and desktop.
The rest of the files kept in windows application data and registry are actually shared between versions, so you can just leave them and not worry about parts left.