Hi Awake,
Ad-Aware's "quarantine" is essentially a place to save questionable files in backups in case it turns out you really do need them. Using the quarantine when "removing" things is A-A's default setup
I tend to live dangerously and not bother with the quarantine, but that requires developing a feel for the kinds of "new items" that turn up. So far, knock wood, all I've turned up is tracking cookies that I missed with Cookie Pal, and I just delete those permanently rather than quarantining them. Or if they seem to be more or less necessary, like that Alexa reg entry, I'll stick them on A-A's Ignore list, so I don't have to make a fresh decision about them each time they turn up in scanning.
So sure, if in doubt just stick them in quarantine -- they're out of the way there where they can't hurt you, but they can (normally) be restored if you do need them.
Best,
Mike