Which program is telling you to delete files on C Drive ? Under normal circumstances, no program should ask you to delete any files on C Drive or elsewhere. If the warning is given by your antivirus program, then most likely you have a virus and the virusguard is trying to deal with it. But if it is told by some other program, then most likely you are under a virus attack. In either case , best thing to do is to format C Drive and reinstall windows.
Formatting your system disk (C Drive in most cases) will delete all your programs and user documents, therefore remember to backup all your important data before formatting. You'll have to anyway reinstall all your programs after installing windows, therefore no point in backing up those; just backup your personal data : like documents, pictures and music etc..