Are you using PM or MPASAM for the assembler?
If you are using MPASAM, ( my choice) goto program files,microchip,mpasamsuite and find the *.inc file for your chip. At or near the end of the file all of the different fuse settings are listed.

http://www.picbasic.co.uk/forum/showthread.php?t=543
Goes into more detail. Pay close attention to Melanie and Mister_E.

If you are still unclear let us know.