Unfortunately, you cannot store them on an SD card.
Help is alright to delete, as with E-Mail Setup Application. You'll just have to login to your carrier's BIS site and do anything email related from there. The support package is okay to delete, and the DOD certificates are as well.
Hey guys cool thing is if you ever need to know what the modules are during an upgrade when you are checking what to install highlight what ever you want and hit details it will explain what each module is used for....