Commonly Parapsychology and Psychical Research are called pseudoscience because of the phenomena they deal with. For example Parapsychology deals mainly with psi phenomena, sometimes life after death phenomena too. Where Psychical Research main focus is the survival question do we survive?. The claim made by many skeptics is that the evidence for survival and psi are not. Psi phenomena for example is verifiable and repeatable and has been shown to exist for over a century now. Even Richard Wiseman admits this but says that even though the scientific method shows it exists, that we should have a higher standard of evidence for it. This obviously is a cop out based on the fact that the scientific method is the best method we have of testing things.
Read this forum post for a good example of what closed mindeness means.