Navigate to Users\<username>\AppData\Local\THUG Pro and backup your saves somewhere else.
Delete Users\<username>\AppData\Local\THUG Pro directory.
Open regedit and delete HKEY_CURRENT_USER\Software\THUG Pro.
Uninstall Tony Hawk's Underground 2.
Make sure Program Files (x86)\Activision\Tony Hawk's Underground 2, or whatever your install path was, no longer exists.
If the directory still exists, delete it.
Restart your computer.
Reinstall a full version of Tony Hawk's Underground 2. Once complete run Tony Hawk's Underground 2 and make sure the game works.
Reinstall THUG Pro. Once complete make sure THUG Pro runs.
Report any and all errors.