Here is o2's BIS website for setting up your email. You can either do it here or via the email set up icon on your desktop. BlackBerry Internet Service
Select create new account and follow the instructions. To find your pin & imei number go to options > status on your BB.
When you have finished go to the column on the left & select send service books.
Don't forget to make note of your username & password for logging in. The method is much the same if you use the email set up icon on the BB and the login & password details will be the same.
Hope this helps.