If your -Ve reference is VSS (it usually is) and the bottom of the LED is connected to VSS, connect the analog pin to the junction of the LED and resistor.
The measurement taken by the PIC is of one voltage relative to the other so you have to measure across the LED using ground and the ADC input as the two connections.
A word of warning - make sure it is safe to connect the two grounds first. Although they are both called ground, a true connection to Earth may not be present in the power supply feeding the PIC or the LED so they could be at different voltages.