Those are network files and folders. You're also using VISTA.
I don't think you'll be able to change them unless you have admin rights to the network you're working on.
i'm admin in my computer and i just can't remove them. There are not shortcut and i dunno what to do now. If i press delete,then those things really will delete and gone from my computer.
don't really know if you can remove them.. i'm sure theres a hack somewhere.. but you can "hide" them by clicking on the arrow on the right hand side. Doesn't solve the problem i know but hey.. at least it does something