If the program is good, and the hex file loaded into the PIC correctly there are two possibilities, first is an error in the way the IC is connected, second and more likely is the configuration fuses are not set properly. Can you read the configuration byte back and see if it has the correct bits set?
whre's th problem?
in the circuit?(hardware, or the cicuit you build)
or in the simulation?
if in the circuit, try to check the power supply,check if you have reversed the connection to the pic micro( this can damage the pic), also check for over voltages