When you install the 3ds Max FBX plug-in, two instances of the plug-in are installed: the actual FBX plug-in that is copied to the source directory (C:\Program Files\Autodesk\3ds Max 2009\stdplugs) and a copy of the plug-in that is stored in the FBX folder that you specified during the installation.
When you uninstall the 3ds Max FBX plug-in, the uninstall process removes only the plug-in copy which is stored in the destination folder that you specified during the installation.
If you do not want to lose access to the FBX plug-in that ships with 3ds Max, select Yes to accept saving copies of the old plug-in whenever you install newer versions of the FBX plug-ins.