For those of you who are having troubles with BBC 4.0, try to install BBC 2.1 first, provision the device, uninstall (or hard reset), install 4.0 and provision the device. It worked fine for me. See my blog post:
sems.org | How to setup Blackberry Connect 4 with HTC P3600
Since under 2.1 and 4.0 your device generates the same PIN and using it first under 2.1, which does not check any ROM version or device specifics, enables it on RIM network. Then when you run 4.0, your PIN is already allowed and it goes through (that's my theory anyways)