If you have the latest MPLAB it could be a problem.
See the note on this page at meLabs (01/26/2009) ...
http://melabs.com/support/mplab.htm
Added: If you are using MicroCode Studio, don't worry about all the steps to integrate PBP into MPLAB, you won't need them.
Just point MCS to the correct folder, and tell it to use MPASM.
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