Yes, just delete the .scr file under C:\Windows\system32 for the unwanted
ones. You are aware that these do not occupy any memory space or interfere
with system operation, yes? I'm curious as to why you want to remove them.
A .scr file might take upwards of maybe 5MB - certainly not a cause for
space concerns. If you're running low on space, there are much better ways
of opening up some.