I received my PIN on a postcard several days before the membership cards arrived. Just so you are aware, there is nothing that comes with the membership cards that helps you to log in. You need the PIN and you need your "Club ID" (I think it's called). The Club ID is NOT your membership number but is something you are supposed to receive from Disney when you close on your purchase. I bought through the resale market and never received a Club ID.
If you did not receive a Club ID, and do not yet have your PIN, just call Member Services. When you call, listen for the which number to press on your phone for those who need help logging in to the member's web site. The folks there will be able to provide you with whatever you need to log in. You do need to provide your membership number in order for MS to give you the log in information over the phone.