Please post some code. Your configuration fuses need to be set use an external osc. Did you define the osc speed? If you do not it is assumed you are using 4 Mhz.

Code:
DEFINE OSC 20
The lowest HPWM Frequency as per the manual states for 20 Mhz:

1221Hz for 14-bit core and 18CXXX
or
19531Hz for 17CXXX

Here is a great thread on Configuration Fuses.

Hope this helps. With some code to see more people can help out.

Nemesis