I'm not sure I got you correctly, but to answer your last question:
You CAN delete Xampp / MySQL related stuff without doing any harm to your Windows System.
I don't know your configuration, but XP usually hides system files (and even rebuilds them when deleted).
You mentioned that the file is to be found in c:/windows/prefetch/
. This is a cache-directory. You can (and you SHOULD from time to time) delete ALL files you discover herein.
This speeds windows up a little
Well, that doesn't solve your problem. I guess if that old stuff IS still running, there MUST be hints -
1. Taskmanager (apache.exe still running => Shut down)
3. What do you find if you open file:///c:\windows\pchealth\helpctr\binaries\msconfig.exe ==> services /// system start
4. Is it really completely deleted from file:///d/