If you read the UCI data set page well, you will see that:
"DOROTHEA is a drug discovery dataset. Chemical compounds represented by structural molecular features must be classified as active (binding to thrombin) or inactive. This is one of 5 datasets of the NIPS 2003 feature selection challenge."
and a bit after:
"The dataset with which DOROTHEA was created is one of the KDD (Knowledge Discovery in Data Mining) Cup 2001. The original dataset and papers of the winners of the competition are available at: http://www.cs.wisc.edu/~dpage/kddcup2001/.
and after again:
"This version of the database was prepared for the NIPS 2003 variable and feature selection benchmark
The original data were modified for the purpose of the feature selection challenge. In particular, we added a number of distractor feature called 'probes' having no predictive power.
Therefore, if you goal is to do classification and not feature selection, download the original data set and not the one that has been voluntarily spoiled with some distractor features for a challenge. If on the other hand you aim at performing feature selection, you should keep the data set as is, as it has been designed this way to this purpose and that research teams have been using it as is.