A "pick slide" is a kind of sound effect used by guitar players. It's a kind of scratchy, abrasive sound that usually starts off at a high pitch and descends. To perform a pick slide, hold the edge of your guitar pick perpendicularly against one or more of the wound strings and applying some pressure, slide the pick up the neck towards the nut. Usually is sounds best if you start off the slide fairly quickly and slow down as you move further up the neck. The pitch of the sound is largely controlled (with much difficulty and little precision) by the speed with which you move the pick and by the distance between the pick and the bridge, although which string(s) you use and where you fret them may have some influence on the sound.