You can safely remove anything that the HC will let you delete with one proviso; you can not delete a picture if that picture is used to represent an LM (or AM or PWR etc) on the HC at that moment in time. That's the only time you should get the file in use error message.
So, say for instance you had the EMD645 ULT sound on the HC you should be able to delete that no problem as the HC doesn't use it for anything but if you had a picture of locomotive 1234 on the HC and that picture was representing an LM on the select locomotive screen then you wouldn't be able to delete it (file in use).
Be aware also if you loaded up the HC with product programs and accessory projects there is no way to delete them.
- Tim