Joseph,
it's correct. If you want to IPL using another parmlib member, let's say 9C, and you want to use RDz UT in this environment, you need to change the BPXPRMxx member for this environment too.
Just check SYS1.IPLPARM to know which PAMRLIB member will be used (in this example you will find a LOAD9C with a SYSPARM 9C).
Go to the PARMLIB member (the best way is using ddlist parmlib from the tso prompt) and find you member IEASYS9C. Inside this member, search for OMVS, and you should find something like OMVS=D9. The member you need to change is BPXPRMD9.
Hth,
Rodney
Krick