Do you need to keep the update file?

After you install a new update on your phone, in my case 2.1 on the HTC Hero, there's still a relatively large file called Android System 2.1-update1 when I open my Uninstaller app.

My question is, is it ok to delete this 'app' after it's all done? My heart is telling me noo, but my boodyy's telling me yes!

Seriously, just wanna make sure.