Make absolutely certain the music files are stored in iTunes and it's not just a file path to the song location on your computer. To do this, right click on a song in iTunes and then select "Show Song File". Then, open Windows Media Player, right click on the same song and select "Open Containing Folder". Are these two different folders? If you're not sure, try deleting one song from Media Player that you know you can re-rip if necessary. Can you still play the song in iTunes after it's been deleted from Media Player? If you can and you're sure that the song folders are separate then it's safe to delete the Windows Media files. But, I'd only do this if I was sure I'd never have a future use for Windows Media Files.
