They are pointers to the program. Removing them does not remove the program - it is still in your C drive. You may have to dig through several folders to find it. Computer Error messages are really supposed to say something. In Medicine Bow, that means you got disconnected before the computer went looking for the address - or that you actually put in the wrong web address.
Frequent disconnects are the number one problem reported here.
People want to know why, and what they can do about it. We gnash our teeth and call them bad names, and still don't know why it happens. This is not entirely an accurate description, as some 33.6 modems can do it too, but our 28.8 and 14.4 modems never disconnect like that. The only solution is to get a used modem that is slower than the one you have - changing settings on your computer has no effect. This is tricky too, because some 28.8 modems actually go up to 33.6, and will have the same problem.