You have to allow the user the access to Tamper Protection on the client. The password for the client to unlock Tamper Protection is in the UTM section under Endpoint Protection > Computer Management, and it is under the 'Advanced' tab at the top.
Copy the password from there (if you have not changed it, the default will be what is listed in the description), and open the client on the notebook. Under the Tamper Protection area on the main screen, click 'Authenticate User' and paste the password there, or type it and hit OK.
Once you authenticate, then you can remove the program as you normally would from the Control Panel on the client, and then remove it from UTM.
1) If you have tamper protection enabled, disable it on the client by entering the tamper protection password, then uncheck tamper protection on the client side. If you do not uncheck (disable) tamper protection completely, you will be prevented from uninstalling; merely authenticating is not enough.
2) Uninstall the MCS, then AV, then the Update services
3) Reboot
4) Manually delete all data from the C:\ProgramData\Sophos folder (this is under Vista / Windows 7, this data is stored elsewhere on XP clients, I believe under the local all users\application data\sophos folder, or something like that.)