Found some files on my D: drive that shouldn't be there

For instance, I’m looking at my local disk and I’m immediately greeted by things like $RECYCLE.BIN, Conrad.Msi, msdownld.tmp, System Registry, and then just a massive pile of .txt and .dll files sitting right there alongside some other documents. It's the first thing I see every single time I open up the drive.

So, am I supposed to just wipe all of this out, or should I be moving it somewhere else? And if I do move them, where exactly is a safe place to put all these files?

You can go ahead and wipe out Config.Msi and those msdownld.tmp files.
The $RECYCLE.BIN folder will clear itself out once you empty the trash (just right-click the Recycle Bin icon on your desktop and hit "empty recycle bin").
Whatever you do, leave the System Volume Information alone...