First, you'll need to have the Sim who they're going to be in debt to, NOT be a member of the household. So move the pimp out (temporarily). The pimp must be in an active house you can play (but can be dumped on an empty lot, for now). Have the girls (or boys) then register their debt to the pimp, move the pimp back in, now the pimp will get the money. Technically, the whole household will get the money from the prostitution, but the notification will still acknowledge the debt was paid towards.