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While you can connect the simulator to a real BES, you cannot fully emulate the environment. With a real device, the device connects thru the carrier to the RIM relay and your BES. However, with a simulator, you cannot connect to the relay and/or carrier.

For this reason, there is no need to change the PIN #. However, if you want to, you can do this via Edit - Preferences - Simulator. Change the Profile to something other than the default and edit the command line on the Advanced tab.
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You Can change the PIN # through RIM JDE .
Go to Edit > Preferences >Simulator . Change the profile other than "Default Simulator" . Go to "Network" tab . Then put the required or new PIN # in "IMEI" field . Then Save this settings . After that open a new simulator from Build > Build All and Run.
Then enjoy with new IMEI no.