I found a peculiar file named "agony.sys" in my Documents & Settings folder today. I scanned it with Avast and found that it was infected with a trojan (Win32:Agent-CWS). I tried deleting it, but another one popped up a few seconds later. I scheduled a boot scan straight away, and it turned out that several files were infected with the same trojan. I've deleted all of them, except "rk.exe", which is currently in quarantine.
My question is whether or not it'd be safe to delete this file. Is it an infected Windows file, or is it malware that somehow found its way into the Windows directory? It was found in "C:\WINDOWS\system32\winsecurityxp\".