What I learn from my experience and information from local BB support. RIM BIS server block certain BB Connect device which is not official launched in their own country. My experience with Dopod C730 is like this.

Got the phone and installed BB Connect 4.0 which download from UK HTC site. Get PIN from RIM and everything seems to work. However, after using it for a week. The BB connect cannot get any service from RIM Network anymore and I cannot get a PIN anymore. Entering the old PIN in BB Web Client and come back with illegal PIN. I then call BB Hong Kong and they said since Dopod is not supported by any HK carrier yet so it will not work. As I cannot use the C730 with BB Connect, it force me back to BB 8800 and sold the C730.

However, after a few weeks later. Dopod or HTC Hong Kong release the official Hong Kong BB Connect version and HKCSL started supporting C730. One of my friends one started to work again.

In this case, I think BB Connect need to work with your carrier and look into IMIE number to see that the device you have is an official release one. ( Distributor version not grey import.) otherwise RIM will not release a PIN to the device.

Concerning the P1i, I am using it for a week now and I hope it will not be like the C730 stop working again since Hong Kong has no carrier supporting the P1i and the one I have is not an official release one. ( SE official launched the P1i in Hong Kong 2 days ago.) I hope they don't block my IMIE this time.