When installing ADFS to support your CRM 2011 IFD installation, if you have any errors or stop the install, the install will leave directories under the default website that need to be deleted.

You can run this from the command prompt:

appcmd delete app “Default Web Site/adfs/ls

This will delete the website. You can also view the application pool in IIS to see all applications still associated to the application pool as shown: