It's up to you if you want to delete them, but read on to get a better understanding of what this may mean.
They are uninstall files for an upgrade to your version of XP. After XP came out in 2001, Microsoft needed to update the bugs and security holes in the software. They did this a little bit by little bit, but eventually grouped them all together in what they called "Service Pack 1." New versions of XP shipped to stores as discs and installed on PCs and laptops had this newer version. So, now there were two versions of XP: XP original and XP Service Pack 1.
People who had XP original were able to download the patch of Service Pack 1 and install it. Now, they were at the newer version.
However, just in case the update didn't work and if the customer wanted to uninstall the service pack, Microsoft kept a folder for the uninstall files.
In your case, you had XP Service Pack 1 and somewhere along the way, you got Service Pack 2, so your uninstall files say WXPSP2, which stands for Windows XP Service Pack 2.
If you've had this version of XP for a very long time, and feel that there are no glitches related to the upgrade itself, you can delete them.
If you've recently upgraded, I'd give it time before deleting them.
But, you can, generally speaking, safely delete them. Most people never downgrade their operating system. The whole point of updates is to make it better and more secure and downgrading will just make you more vulnerable to threats.
Incidentally, Microsoft isn't even supporting systems with XP SP1 anymore.
There's no harm at all in keeping the files, by the way.
So, it's up to you.