I don't believe that you can render external custom pushpin icons on a map requested from the Bing Maps imagery service. You can, however, change the pushpin style used to one of 37 inbuilt styles, as shown at : http://msdn.microsoft.com/en-us/library/ff701719.aspx
(This is for REST, but the same list is available for SOAP - http://msdn.microsoft.com/en-us/library/cc980903.aspx)
If you want to render custom pushpins on the map image, you could do so using some server-side processing on the image tile received from Bing Maps before sending it back to the client (using one of the .NET graphics classes, or the PHP GD image library,
for example)
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