From HoNwiki

How to completely re-install

1. Delete your Heroes of Newerth install directory.
2. Delete the Heroes of Newerth user folder folder located:

Windows XP	C:\Documents and Settings\[user]\My Documents\Heroes of Newerth\
Windows Vista/7	C:\Users\[user]\Documents\Heroes of Newerth\
Linux	~/.Heroes\ of\ Newerth/
Mac	/Users/[user]/Library/Application Support/Heroes of Newerth/

3. Download the latest version of Heroes of Newerth from here.
4. Install Heroes of Newerth.