Do these belong to a package, or would I simply rm them?
The package manager is telling you that files that were NOT part of the
package are present in a directory that it should be able to delete.
Either you, or some other package you installed, placed that file there.
I get this warning myself, because I use the proprietary NVidia modules
instead of the Debian packages. (The NVidia installer compiles a kernel
module and places it in /lib/modules, and makes no attempt to use my nice
package management system -- unlike the ATI proprietary drivers, which
creates actual DEBs.)
Since my leftover 'nvidia' module is not track by APT, I _do_ just use
'rm':
# cd /lib/modules
# rm -vrf 2.6.22-3-486
The last command verbosely removes the directory for that kernel's
modules, and any files in it. Only use a command like that if you are
SURE the kernel has been removed (i.e., 'aptitude purge <kernel-version>')
and the directory really is not needed. Any slip of the keyboard, or
PEBKAC attack, and you cannot get back the files you lost!