Please explain

I am a novice user and constantly familiarizing myself with my PC. Taking
note so any irregularity will be readily notice by me. Trying to learn the
workings of system ...
1.) In viewing my registry, I would like to know what this entry means:
C:\DOCUME~1\O Reg.SZ nsu16
*it was the first one listed after the dll's and just before Internet
Explorer.

It was located in :HKCU/Software/Microsoft/Windows/Shell No Roam/MUI Cache

2.) In viewing my Windows folder, I would like to know what this entry
means: C:/Windows/system32/sysPr9.prx
*there were 2 entries

3.) When uninstalling an application I was no longer using, Windows said a
shared file no longer used and if I am unsure it is safe to leave it
alone.( op2se.dll ) How does one determine what any particular dll file
does? I was unsure so I left it alone.

Thanking You in Advance...................