You could technically delete them. If it is a folder to a program you use often then leave it ( the program will just make it again

). I delete mine all the time. Its just extra bytes of space.
If you run pc i recommend ccleaner.exe nice little tool similar to disk cleaner utility that comes with the machine.
Thats my input.
PS "when in doubt whip google out!"
http://forums.techarena.in/windows-xp-support/790277.htm
Talks about similar subject. I read a few others articles, looks like folders and files labeled with blue text were encrypted or compressed.