A trojan, or trojan horse, is a seemingly legitimate program which secretly performs other, usually malicious, functions. It is usually user-initiated and does not replicate.
Trojan:W32/KillWin identifies a freeware program that disables certain features of the Operating System. Due to the effects of this functionality, this program is classified as a Trojan.
For more details, please see the description of a representative KillWin variant: