from the PIC24FJ256GB110 data sheet
"Reads from the Output Latch register (LATx), read the latch. Writes to the latch, write the latch.
Reads from the port (PORTx), read the port pins, while writes to the port pins, write the latch."
You set the TRIS bits to determine if the pin in input (1) or output(0).
You may also need to set the appropriate bit in the AD1PCFG* (or similar) register so the pin is digital rather than analogue.
If all is correct, when you 0xFF the LEDs may still glow depending upon the way they are wired - what happends if you write 0?