no, windows xp is totally trustworthy and will never compromise your security. </sarcasm>
actually there's a really easy way to delete those files, you might find it in a few of the other posts on this site.
if you're running XP, you will need to go to Control Panel and create a "Windows XP Emergency Startup Disk", then reboot your computer with the disk in the drive, and when you see this on the screen:
C:/
type:
FORMAT C:
and answer "Y" when prompted. The whole process may take a while depending on how many secret files windows xp has managed to rack up about you so far.
good luck....