What's odd is
pskill is an application distributed by Microsoft as part of the
Sysinternals Utilities they acquired last year.
All it does is kill a process, which can be done on Windows XP Professional anyway with the taskkill command, or by any software through standard API calls. There's no reason to flag this as a threat of any kind. I'd personally be quite dubious about the quality of any anti-malware application that did this.