I think it means "lady killer."
Because the song is talking about a girl that was killed by a smooth criminal.
just as a side note, according to the Bad25 video when Michael says, "Annie are you ok" it's CPR.
The first thing you do before you do CPR on someone you ask if that person is ok or not....and all the dummies Michael practiced on were called Annie!!!
he got the Id for smooth criminal cus in
the recoding stode there was a box that had a CPR dummie inside all CPR dummies are named Annie so that's how smooth criminal came about