You can remove the games easily, although they only take up ~12MB so is it really worth it? (I find Spider Solitare pretty fun...)
Run Add or Remove Programs from the Control Panel
Click the Add/Remove Windows Components button
Double click the Accessories and Utilities item (or highlight and click Details)
Uncheck Games
You can safetly remove everything that the Add/Remove Windows Components will let you. But, do this at your own risk. There might be other programs that depend on things like IE, etc.
