I tried installing an application and it failed and now its stuck there. How do I remove it?

 

I believe you will need to SSH into your server and use a command line to sudo rm -R /path/to/offending/app because you can't even remove the file via FTP because the upload of the tar file sets the permissions to 99 or NOBODY. 

 

I tried looking for the file all over but I don't know where its stored. Any pointers?

usually in applications or plugins directory