If all you want is to ignore pronouns, you can run any POS tagger followed by any NER algorithm ( the Stanford package is a popular implementation) and then ignore any named entities which are pronouns. However, the pronouns might refer to named entities, which may or may not turn out to be important for the performance of your classifier. The only way to tell for sure it to try.
A slightly unrelated comment- a NER system trained on domain-specific data (e.g. hockey) is more likely to pick up entities from that domain because it will have seen some of the contexts entities appear in. Depending on the system, it might also pick up entities from other domains (which you do not want, if I understand your question correctly) because of syntax, word shape patterns, etc.