deleting files in registry

Hi,
In a short time I accumulate a lot of garbage websites in my xp registry domains file folder. [Hkey Current User-Software-Microsoft-Windows-Current Version-Internet settings-Zone Map-DOMAINS].

It seems I can only delete these websites one at a time, which is extremely time consuming. You cannot hilight the files and mass delete. Any ideas how to mass delete the files in the DOMAIN folder? Will the DOMAINS folder automatically return on bootup if I delete it. Can I risk deleting the DOMAINS folder?
Thank you,

 

Honestly, I wouldn't mess about there unless you were certain it was a serious problem.