They contain the data needed if you want to uninstall any of the
updates the you get from MS. They should not cause problems shutting
down windows.
You can delete them if you are sure you do not want to uninstall the
particular update that they relate to.
P.S.
You might like to leave the updates the happened over the last week or
so in case you have any problems with them. I like to delete them
after a couple of weeks or so.
After you delete the folders, go to Control Panel and start up "Add or
Remove Programs". At the top of this window is a box labelled "Show
Updates". If this box does not have a tick in it then click it to put
a tick there.
Now scroll down to the section headed "Windows XP - software updates".
All the items listed there relate to one of the folders you are
talking about. You can now click on each one that you have removed and
click on the "Remove" button. You will get a message saying "An error
occurred trying to remove .....". This is because you deleted the
related folder. Just click the "Yes" button and the entry will be
removed from the window.