I think it means "lady killer." Because the song is talking about a girl that was killed によって a smooth criminal. just as a side note, according to the Bad25 video when Michael says, "Annie are あなた ok" it's CPR. The first thing あなた do before あなた do CPR on someone あなた ask if that person is ok または 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