Yes, you can delete the $NtUninstallKB... files and any related $NtServicePackUninstall$ folders and files, if you wish. Those are mostly uninstall files from Windows Update and service packs. You need these files only if you might ever want to roll back or uninstall a Service Pack or update.
If you're going to keep a given patch or update, the uninstall files serve no further purpose. Just delete them as you would any other file or folder. (Note: Windows will correctly prevent the deletion of any of those files that are still needed for one reason or another.
The fixes will still be listed in XP's Add or Remove Programs Control Panel applet. To remove their entries, open the program, check Show updates at the top of the window, scroll to Windows XP - Software Updates, select each one at a time, and click Remove. (Or, just leave them there in case you do find you want to bring some of them back.)
You'll get an error message telling you the file has already been deleted. Click Yes and move on to the next one. Just be sure not to accidentally uninstall an update that you haven't already deleted. If the Software Update Removal Wizard opens rather than the "already deleted" error message, click Cancel.
You may also want to burn them all to CD or copy to an external drive to hang onto before deleting them.
Microsoft® Security MVP, 2004 - 2010