I also have 10k resistors between the MCP4261 pins and the 16F628A pins, but that shouldn't affect anything.
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It still wasn't working... until I changed out the 10k resistors with 500 ohms.
Are you saying that your 10K resistor where in serie between the PIC and the MCP chip?

If so, you just don't need any, connect them directly. The only concern you may have, is the open-collector ones. In this case 10K or lower are nice between 5V and your pin.