One of the primary reasons the little girl was placed into the movie was to bring a focus to the line "machines without purpose are deleted." She was a machine with no purpose which is why she was being smuggled into the Matrix for safe-keeping by her father.
The Wachowski brothers wanted to bring a little focus on to that because it is for that reason that Smith is deleted at the end -- once he kills Neo he no longer has a purpose and so he must be deleted.
Aside from the more obvious plot point, there are also some more philosophical reasons to having her in the movie. Sati, her name, is a Buddhist concept. It is a protection against evil encroaching upon good by keeping the mind focused on its' present goal.
