They are not actually murdering you, they just hurt really, really bad!
Imagine breaking in a new pair of uncomfortable shoes and walking a distance for instance.
"This is killing me", "You are killing me" are used to express affliction of rather acute emotional or physical pain. They are to becommonly found in spoken language.
Note that the phrase may (according to context) be somewhat humorous, feet cannot kill you any way you look at it, much less your own :) and the exaggeration is funny due to its impropability. It can also be used to rebuke someone, though, or show exasperation...