As Granny said, it is safe to delete them. The desktop configuration files are lauchers for programs, so you only lose the launcher, not the applications.
However, make sure you're able to start the applications in some other way, in case you need them. While that is fine for the browser, abiword, etc. because you can get that from the menu, the CD Media file, for example, calls a script in /sbin/cdmount.sh that mounts a cd media when you click on it and opens the file manager (and I guess unmounts it, when you close the file manager). I'm guessing that's quite a useful feature and that your friend wouldn't like to call that script or mount the cd from the command line (unless you've upgraded to xfce 4.4 and installed the hal dependency, in which case you can get that feature from within the file manager itself).
Another case in point is the VL Docs icon, which lauches the command browser_vl. Again, so far as I know, you cannot get that from the menu, and maybe your friend wouldn't know where the docs are. Of course, assuming he wants to read the docs...
There is also a way to configure what other icons appear on the desktop (home, trash, file system, and removable media folders), but you only
seem to want to remove the desktop files ones... ask away, if you need this.