While evaluating the Microsoft Exchange Intelligent Message Filter (IMF), I ran IMF for a while in No action mode to see whether our thresholds were reasonable, then switched it to Archive mode. Is it safe to remove the archived messages?

Yes, absolutely—provided you really want them gone. IMF archives suspect messages as .eml files so that you can easily move them to the SMTP pickup directory (under mailroot\vsi N) if you decide they're legitimate, or you can inspect them in Outlook Express. If you want, you can certainly schedule a task to delete everything in the archive folder at a selected interval—but be sure that doing so won't accidentally throw away valid mail. Whatever you decide, don't ignore the archived messages. IMF doesn't include any log-management functions, so an unattended archive directory can eventually consume all space on its drive, causing your server to run out of disk space.