You can do that to the Pearl but not the Curve unless you buy and add on case etc.. Yeah I believe that is for the speaker to breathe or for the sound to come out better.
It is possible to hang a lanyard (tho kind of an oxymoron if u ask me)...
Anyway, if u take of the battery covere and loop the lanyard thru the camara flash hole like u normally would, and then when putting the cover back on, run the lanyard thru the closest speaker opening, it'll work just fine (if u really must!)
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Yes I'm used to carry my phones like that, before with my SonyEricsson W850i, It's cool for listening music, you can change track, volume easily. And lanyard It's pure European style
I wouldn't recommend attaching any lanyard to the BB itself. Yes, you can thread it through the flash and speaker holes - But now the shock and bumps of walking around are transfered directly to the battery door and its latch. I can't imagine either would last too long...
If you must have it teathered, I would recommend attaching the lanyard to a secure hard case (read that plastic) and placing your baby in the case. This way there are no shocks directly to the BB itself. You can attach the lanyard to the case by drilling a couple of small holes where desired, or you can hit your local camera shop and pick-up one of the adhesive based lanyards designed to keep you from losing your lens cap.
since I place it in my shirt pocket for daily business use. It's more convenient than carrying it my pocket or wearing one of those belt clip gizmo's...
-- I'm reluctant to have it dangle freely while walking, etc
-- So I use one of those flash drive lanyards in a small hole drilled in the cover near the top so the string exited through the center slot on top
-- did same thing to Seidio battery door which has the extra speaker opening