The uninstall runs right after they have answered all of the dialog boxes.
I don't use %_SB_INSTALLDIR% because I am wanting to install the application in a totally different directory. That is why I use %PREVIOUSVERSION% as my uninstall directory. I changed the name of the variable to something that made more sense %PREV_INSTALLDIR%. I don't have a variable called %_SB_TMP%.
I have attached an image that shows the steps I take to uninstall the application.
Thanks