The preferred way to shut down a virtual machine is to type halt at the PVM console, or to call libpvm function pvm_halt(). When shutting PVM down from the console, you may see an error message such as EOF on pvmd sock. This is normal and can be ignored.
You can instead kill the pvmd process; it will shut down, killing any local tasks with SIGTERM. If you kill a slave pvmd, it will be deleted from the virtual machine. If you kill the master pvmd, the slaves will all exit too. Always kill the pvmd with a catchable signal, for example SIGTERM. If you kill it with SIGKILL, it won't be able to clean up after itself, and you'll have to do that by hand.