Based on a lecture given in our quilt guild, Scrim is a very thin layer of a plastic-like stuff on one side of the batting. If you have a batting like this, the scrim side should be put towards the backing fabric. It works best when used in a wall hanging, as it provides extra support to make it hang straight and minimize curving around the corners.
The lecture was mainly focused on Quilter's Dream Cotton Batting, and I'm not familiar with the Pellon "Scrim," but I'd imagine it would be a similar concept.
However, I could be wrong.