How to remove corporate settings?
FOR ROOTED PHONES ONLY

Well I've had the same problem as the original poster ever since I updated it to Froyo. My exchange account I previously had on the phone was using a remote administrator certificate that I could not remove. Yesterday I worked out a simple solution using R/W access to the /system/app folder.

Using a free root file explorer named Super Manager. I navigated to /system/app and renamed the file PolicyMgrProvider.apk to PolicyMgrPrivider.bak. This removed the remote administrator policy and allowed me full control over the lock screen. After I switched it to No Lock I went back and renamed the file to PolicyMgrProvider.apk.

No problems what so ever.

I did rename the file BlurEmailEngine.apk to a .bak at the same time, so if its not working disable that app as well long enough to change your lock screen settings.

I know you don't want to root your phone, but unfortunately its probably the only way you'll get that stupid PIN lock gone.