You have told PC Access to remove an agent from your agent list. PC Access asks you to confirm this command. You should only remove an agent from your agent list if that agent is no longer using your Broker/Office copy of PC Access. (For example, the agent may have left your office for other work or perhaps an everlasting reward.)
When you remove an agent from your agent list, PC Access does not remove the agent's directory and or delete any of the agent's files.