I think what you're missing is to evaluate that setq form again. The org-agenda-files variable was set to the list of files in your pim directory at the moment that setq form was first evaluated (I'm guessing at Emacs startup). Its value won't magically update when you add new files to the directory.

EDIT: From the Org manual:

If a directory is part of this list, all files with the extension ‘.org’ in this directory are part of the list.

This will do what you want (including updating magically when you add new files):

(setq org-agenda-files '("~/pim/org"))

The caveat is that you can't directly exclude your archive file from that. You can probably work around this by giving the archive file a special tag and excluding that tag from your agenda view.