Questions about Ad-aware

Okay, so I read pdiggitydogg's post about computer problems and a few people suggested using Ad-aware. So I downloaded it and ran it, figuring it couldn't hurt. It turned up 26 files ranging from Windows regkeys to my one of my entire file sharing programs. Will any problems arise from deleting all this stuff? I don't want to screw up my comp trying to delete a few ad thingys.