$ntservicepackuninstall$ folder is the uninstall package for sp3. All windows updates come with an uninstall package. Don't know why it's blue, unless it's to attract attention. You probably should not have deleted it because if you have a problem with SP3 you can no longer delete it. As long as you're having no problems don't worry about it. You can delete these files once the update they are for are known to be causing no problems. You should probably wait several months before deleting this type of file.