Originally Posted by HillRider

Modern narrow chains have much thinner sideplates and shorter pins then their predecessors and stay together because the pin ends are flaired and riveted in place. Pushing out one of these pins removes the flair and reams out the sideplate hole. Rejoining the chain reusing the same pin leaves a much weaker joint and is a recipe for failure. These new chains are properly joined with a supplied master link (KMC, Wippermann, SRAM) or a specific joining pin (Shimano). BTW, all new chains come with an instruction sheet for their proper installation. RTFM

mconlox's friend who claims to have successfully rejoined 9-speed chains with the standard pins is either extraordinarily lucky or has really been using the Shimano replacement pin.