strange folders

running windows XP SP3.
I recently received a pop up warning that I was about to download some malicious material. Unable to get out of it I switched the computer off.
I have now noticed some strange folders when I go to, My computer- C-Windows, There are 5 folders marked in blue (spuninst)  $NTUninstallKB956083$ with the last three digits different in each folder. Could this have anything to do with the recent warning? are they necessary or can I delete them?
They may have always been there but I have only just noticed them. am I being over cautious. How can I find out if they are necessary.
Thank you in anticipation.

Hi there, this gonna be much faster if you do as the link says..

http://www.computerhope.com/forum/index.php/topic,46313.0.html

Thank you K9 I will do it when I have got a spare half hour.  Did not realise I may be in so much trouble. Thank you.

those folders have nothing to do with malware and contain uninstall information for service packs and fixes installed on your PC.

However visiting the malware section can't hurt