If you never use them, navigate to /Applications/Adobe Photoshop CS2/Samples/ (or the equivalent in your version of Photoshop) and zip up the Droplets folder (which is where those annoying files are located) by control-clicking it and selecting the Archive option. This will produce a Droplets.zip file and you can then delete the Droplets folder.
Creating the archive means that you can always recover the droplets should you ever need them in the future, but it prevents the droplets from appearing in the Open With menu.
HTH.