Shaded and new files?

These new files have appeared these past few months and i dont know if they're supposed to be there? some of them are grey shaded but you can click on/in them.

for example on the 'my computer' files there's a file there thats called MSOcache which is shaded.

then if i go into 'my documents' there are shaded files called: Application data, SendTo, InstallAnywhere, NetHood, LocalSettings, PrintHood, Templates. (there are more files ans stuff in each of these, it's like a tree branch of tons of files etc)

then below there is a DAT file thats called NTUSER and next to that is a text document called ntuser.dat

so are they meant to be there becuase they went before? (i would of posted up a pic but i dont know how, it wont let me copy and paste on here)