HSSFWorkbook workbook = new HSSFWorkbook();
HSSFSheet sheet = workbook.createSheet();
HSSFRow row = sheet.createRow((short) 0);
HSSFCell cell = row.createCell((short) 0);
cell.setCellNum((short) 1);
// I think that I have here the came cell as by cell reference
// but cell1 is null reference
HSSFCell cell1 = row.getCell((short) 1);
short cellNum = cell1.getCellNum();

Run this code. We've got NPE but I think that row.getCell((short) 1); operator
should return created cell because we chaged cell number (that means "column" 
number) and now created cell number is 1! row.getCell((short) 0) should return 
null now.
in cell.setCellNum((short) 1); operator.

HSSFCell.setCellNum() was really just setting things in the raw record, and not
touching the row, which is why you were seeing what you were

I've deprecated the method, and added a moveCell method to HSSFRow. That ought
to work as you'd expect. (It's in svn trunk now)