Look in the 'Electrical Characteristics' in the data sheet of your device.
Some pins sink/source 4mA
and the PWM outputs 16mA.
You need a buffer.
look on Microchip's web page for the data sheet on your dsPIC
for example, if you go to the dsPIC33FJ128MC802 web page
and download the data sheet - section 31.0 ELECTRICAL CHARACTERISTICS states
Maximum output current sunk by any I/O pin(3) ....4 mA
Maximum output current sourced by any I/O pin(3).........4 mA
Maximum current sunk by all ports ......200 mA
Maximum current sourced by all ports(2)...200 mA