Hi,
You can download Wordfence Assistant and it'll remove the wordfence tables for you. Alternatively you can check the box to remove Wordfence data on uninstall at the bottom of the Wordfence options page. It's in our FAQ which is at http://support.wordfence.com/
Not sure why you got that duplicate key. We haven't modified the Wordfence schema so it's not likely that a DB will export duplicate keys and then crash on import. Feels like something else is awry there. Not pointing fingers, just not sure why you'd end up with dups in an export. Perhaps a corrupted table which you then truncated or dropped which fixed it?
Glad to hear you got it resolved.
Mark.