i dont know whether you're using a HP desktop, but if you Delete/Format that "
Recovery Partition", then you'll have loads of problem when you're XP installation goes crazy (virus problem), coz then you may have to use Recovery Disks to install XP again, which in the process will wipe all data on HDD
including the paritions you create.

btw its just 6 GB partition, keep it, you wont have any problems with it.
delete it only IF you want to install Vista or another XP.