You can remove these threats.
The setting you are seeing, I believe, is the default setting. The defaults
for a given threat are chosen carefully taking into consideration the risks
involved in leaving the threat in place, among other things.
You should, however, be able to click next to that designation and change it
to remove.
For maximum effectiveness, proceed as follows:
1) update your Microsoft Antispyware definitions. Current are 5707--see
help, about for this number. If you see a lower number, to Tools, check for
updates, but don't be surprised if it doesn't appear to do an update.
Recheck via Help, about and see what definition level is now shown.
2) restart your machine. On the restart, press the F8 function key before
the first Windows screen appears--this should allow you to start in Safe
mode--which make cleaning easier, because fewer third-party services are
running.
3) do a full, deep scan with Microsoft Antispyware (and, ideally, your
antivirus as well)
When the scan completes, check each threat found and choose Remove as you
think appropriate.
Choose the button to allow Microsoft Antispyware to go ahead and clean the
threats found as you've directed.
That should clean most threats the Microsoft Antispyware is aware of. It is
possible for there to be things left that Microsoft Antispyware cannot now
identify, and those things may be capable of downloading yet more stuff to
your machine, so watch carefully for further signs of trouble after
cleaning, and write back here with a clear description of any new popups.