WGAPluginInstall.exe file?

I recently downloaded and installed a Windows update that led to
verification of my OS and which was followed by some other stuff that
I don't understand at all - WGA and etc.

Anyway, now I find in my download folder these files:
SP16025.exe, which I believe is a modem driver (Conexant V.90/56K...).
I don't believe that MS sent me that, and I'm not sure where it came
from. It scans clean with AVG. I am wondering if I need to install
this or not. I use cable for internet, but I might want to use a
telephone for something or other. What are your thoughts - should I
install it or delete it?

Also in the download folder are two copies of WGAPluginInstall.exe. I
assume this came with the OS verification stuff and didn't get
installed. Do you recomend installation or deletion.

Thank you for your advice.