You need to put pullLabel into self.pullLabel. self.pullLabel is nil when you are calling removeFrom Superview.
self.pullLabel = [[UILabel alloc] initWithFrame:CGRectMake(15, 50, 290, 30)];
self.pullLabel.text = @"Pull down to refresh...";
self.pullLabel.textAlignment = NSTextAlignmentCenter;
[self.view addSubview:self.pullLabel];