u can simply write a letter to your asssessing officer informing that you will file your return at Thane. If your address in PAN is that of Pune, you need to change it - this can be done later also. Applying for change in PAN is simple - visit www.incometaxindia.gov.in and go to online PAN application, fill up details, make online payment and send the acknowledgement to address provided in the acknowledgment. If you cannot do online, you have to get application form (download from site or get from any IT office) and fill up and send along with DD towards fee to IT office. You should attach proof of address & old PAN copy along with your application.
