JavaCard OS

I am trying to write an applet which creates a Global PIN. Could somebody tell me the specific steps?
And where is the Global PIN actually stored? In my applet or in the ISD?

The global PIN is the GP CVM (GPSystem.getCVM(GPSystem.CVM_GLOBAL_PIN)).

This is a single PIN instance that is stored in the CM. Your applet needs Manage CVM privileges to be able to set the PIN.