Privateer has the right idea I think. The tif exploit is not just used for the psp. Because sony left an old libTIFF. this allows for POSSIBLE malicious code to be added inside TIF and TIFF files. Your scanner detected it simply because it COULD be used to do harm.

The word Trojan actually comes from the Trojan horse. Its simply somthing you would not expect inside somthing else, whether it be somthing desired or not. In this case more then likely the Trojan is desired.

A horse is brought into a city with men inside. When the city is asleep the men come out of the horse and attack.

or in our case

A TIF is brought into the psp with a code inside. When the system is not looking for signed code the TIF executes its own.

This TIF exploit is certainly not somthing that is directly related to the PSP. The reason it works is once again an old libTIFF that allows for the exploit to occur. SO YOUR RIGHT! THIS IS A TROJAN! But a desired one... thats generally how exploits work.

read more about the TIFF and TIF exploit here. http://www.kb.cert.org/vuls/id/539110