Welcome! What phone do you have? If it's an HTC phone with SenseUI you can use the lockpicker app (available from the market) to override the PIN code.
But you should be able to turn off the PIN requirement in Exchange 2003 but I'm not sure where. In 2007 I believe the policy is here... EMC, Org Config, Client Access, EAS Policy. Go in and turn off the PIN requirement, then on the phone you should be able to remove the PIN without losing the account.