For the most part, the answer would be yes, go ahead and remove them.
However, I would suggest reading the information about each piece of spyware
beforehand, which will give you a good understanding of what is going on.
Removing some spyware might make programs you've installed not work
correctly afterwards if the spyware was part of that program (ex. you might
download a game program that had this spyware as part of the package;
deleting the spyware may make the game no longer work correctly). So, you'll
want to try to figure out how the spyware made it to your system in the
first place to avoid being surprised when something you use no longer works.
I'd still recommend getting rid of the spyware, however. Also, you should
set a System Restore point (Start->Programs->Accessories->System Tools) and
even go so far as to backup critical data in case you are concerned about
data loss. I have never had any issues with using Spybot: Search & Destroy
on several different computers (usually helping others get rid of their
spyware; my own computer is always free of spyware).
The above is just my inexpert opinion, however. You might also want to ask
at the Spybot: S&D forums if you truly want to play it safe.