You can, if you wish.
This is a part of the Windows error reporting/dump Reporting tool.
It shows as a startup item whose execution line usually reads as
"KernelFaultCheck" %systemroot%\system32\dumprep 0 -k
It generally occurs when for the first timthe first boot after your system
has experienced a Windows XP crash or an Office XP or Internet Explorer 6
crash and you are prompted to send the crash result to Microsoft.........
This feature is present in Windows XP and Windows 2003
You can turn it off by opening the "SYSTEM" icon in the Control Panel,
choosing the ADVANCED tab, and then click on Error Reporting.