Do Not delete those files.

You are incorrect in assuming that those are you Windows ME Uninstall Files.
Those are actually Windows Update Files. Everytime you update Windows via Windows Update, it creates those files. Notice, in the example you provided, the $NTUninstallKB873339$ refers to the Microsoft KB873339 Update. The "KB" Number refers to a specific Microsoft "Knowledgebase" Reference Number. In this case, it is KB873339, which is
This UpdateTo Remove Uninstall Files that were saved during a Windows XP Install, do this in the Add/Remove Programs.
Please Note: By removing this information, you will no longer be able to uninstall the operating system and revert to the earlier installation. It is not recommended that you remove these files unless you are certain that you will not need to revert to the earlier installation of your operating system.
To remove these files, follow these steps:
1. Click Start and then click Control Panel.
2. Double-click Add/Remove Programs.
3. Make Sure "Show Updates" (located at the top of the Add/Remove Programs box) is checked
4. Locate the Windows Millennium Uninstall option.
4. Click the Remove button.