1. Yes you should always uninstall a feature-limited version before loading a more comprehensive version. So uninstall DesktopX before installing DesktopX Pro.
2. DesktopX Pro will always by default install to the
C:\Program Files\Stardock\ObjectDesktop\DesktopX\
directory. If for some reason your copy is rather installing to the
C:\...\IconX
directory, verify you are actually installing DesktopX and not IconX. The default directory is embedded in the setup file and the only way it could change is through modification or corruption.