If you remove the pins, the caliper will fall off. The pins hold the caliper on to the backing plate but allow the caliper to slide back and forth to stay in alignment with the rotor and to account for wear of the pads. If the caliper isn't sliding easily, you may get the same affect as a warped rotor. In addition, your pads will wear unevenly and often, the pads will overheat as the brakes don't release properly. Make sure those pins are tight. If they are loose, that would account for the caliper not sitting straight on the rotor.
