I don't believe jv16pt currently has a way specifically to remove these Windows Update directories.
One could use Directory Finder or Directory Tool to remove them, but that does not remove the corresponding registry entries. One could use Registry Finder to locate and remove those registry entries.
Do a google search on $NtUninstall to see some opinions on removal of these directories. It seems there is no good reason to remove them unless you are short of disk space ...
After reading some of those opinions, I just moved all such directories (41) on my desktop PC into a new directory (C:\WINDOWS\$NtUninstall-etc). This was only to get them out of the way when looking at C:\WINDOWS with win explorer. :) I did not move the folders C:\WINDOWS\$hf_mig$ or C:\WINDOWS\$MSI31Uninstall_KB893803v2$. I did not actually remove anything. I then used Registry Find and Replace to point to the new path (there were 82 registry items).
I am about to do the 13 June 2006 Windows Update. If something unusual happens, I will report it here. I don't expect there will be anything unusual ...