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Isn't 'PIN number' redundant? 
You enter the PIN you want to use on the registration form then you will use the SAME PIN again when you install the keys on your PC and they register with RIM. Like Tim said, you can use anything you want - only I think it requires something like 10 characters and you have to make sure you remember it so you can enter the exact same thing later during key installation.
Don't forget what you picked because you can't complete the process without it.
