Had to dig around for this.   In your Outlook contacts, if you open the contact and then go to the all fields tab, select miscellaneous fields in the pulldown and look for the field named “User Field 1″ towards the bottom, that is the PIN field.

Once in a blue moon this question is relevant.   From my experiences it’s pretty hit and miss on clients that actually take advantage of the PIN field and BlackBerry Messenger.   It’s either they use it heavily, or they dont use it at all.