Detailed information on setting up or recovering a PIN is available online. Copy and paste this url into your broswer: http://library.umd.umich.edu/news/index.php?/archives/5801-PIN-Help-Creating-a-New-PIN,-Changing-a-PIN,-Recovering-a-Lost-PIN.html
The "My Library Account" screen also has a link to the help page for PINs. Select your user account type and the link should appear.