Hello Marc,
The reason your are getting the error is because Espionage 2 did not uninstall completely.
You can fix this by manually deleting the files, here is a list:
Note that some files are in your home Library folder and some in your root Library folder. Your home Library folder is hidden since Lion, to enter into it from Finder, switch to Finder, hold down the option key and select Library from the list of "places to go".:
/Users/[your username]/Library/Application Support/Espionage
/Users/[your username]/Library/LaunchAgents/com.taoeffect.EspionageHelper.plist
/Users/[your username]/Library/Services/EspionageMenu.service (might not exist)
/System/Library/Extensions/iSpy.kext
/Library/iSpy
/Library/LaunchDaemons/com.taoeffect.ispyd.plist
/Library/LaunchDaemons/com.taoeffect.Espionage.plist (might not exist)
/Library/PrivilegedHelperTools/com.taoeffect.Espionage (might not exist)
This is for version 2, version 3 is much simpler, you just quit it and trash it, although I hope you will not do that :-)
Let me know if you have any further questions.
Rgds
Zsolt