This song is
about a girl who claimed that Jackson was the father of her child. Jackson
based it on a woman who used to stalk him, writing him letters about her son whom she believed was his. Jackson rarely spoke about this woman, but he had a very hard
time dealing with this unwanted attention, and he became more reclusive as a
result. The song was his way of expressing his feelings without addressing her
directly.
Although we have seen the MV before, "moon walk" didn't obviously appear in the MV. So I found a live version which has "moon walk" in it!
The link of "Billie Jean":
http://www.youtube.com/watch?feature=player_embedded&v=kXhy7ZsiR50