Yes.
Don't kill an entire building/household full of people.
Alternatively, it might be a bug - try this:
http://skyrim.nexusmods.com/downloads/file.php?id=19
But this is only for the pc.
Out of interest, was it the brothers in faeldun or whatever you wiped? I remember i broke into their house/business (you know the ones. The grumpy lumbercutter and his brother who warns you against stealing) once and mopped the floor with them. Got the "no bounty" message, and then was promptly smacked down by the guards when i walked outside.
No other crimes were committed there either! I just stone cold rolled in and killed the brothers.
oh wait, now i remember... i had lock picked my way into their house. and they were complaining that "i shouldn't be here" for a bit before i showed them some dragon diplomacy. that might have been it too.