Provided you take all the usual and sensible precautions against viral attacks, spyware and malware generally, I would tend to recommend leaving everything else well alone, especially if you don't know what it is and why it's there.
Goodness only knows how many different files go to make up Windows (any variant). 'Legal' .dll files are extremely common, 'carrots' less so but still part of Windows or application software. You call them "unnecesary" files; I would ask, how can you know that? ;-)