Hi Jo,
It's usually safe to delete everything Ad Aware finds. I think the worst that can happen is that if a program you have installed relies on adware / spyware to run (i.e. Kazaa, etc), it may no longer work, but in my opinion, those types of program are not worth having anyway as there are usually free alternatives. Ad Aware quarrantines what you delete (as Lona said), so you could always leave the deleted stuff in quarrantine, until you are sure everything else still works.