More instructions....

Make sure the jumper is on JP1 on your board.
Go to your PBP directory and find the file 16F887.inc
That is where the PIC is configured. Make it look like below, we will set the fuses in the code. See the lines that are commented with ;
Code:
;****************************************************************
;*  16F887.INC                                                  *
;*                                                              *
;*  By        : Leonard Zerman, Jeff Schmoyer                   *
;*  Notice    : Copyright (c) 2006 microEngineering Labs, Inc.  *
;*              All Rights Reserved                             *
;*  Date      : 05/26/06                                        *
;*  Version   : 2.47                                            *
;*  Notes     :                                                 *
;****************************************************************
        NOLIST
    ifdef PM_USED
        LIST
        include 'M16F88x.INC'	; PM header
    ;    device  pic16F887, xt_osc, wdt_on, mclr_on, lvp_off, protect_off
        XALL
        NOLIST
    else
        LIST
        LIST p = 16F887, r = dec, w = -302
        INCLUDE "P16F887.INC"	; MPASM  Header
    ;    __config _CONFIG1, _XT_OSC & _WDT_ON & _MCLRE_ON & _LVP_OFF & _CP_OFF
        NOLIST
    endif
        LIST
Then compile this
Code:
'16F887 BLINK
   @ __config _CONFIG1, _INTRC_OSC_NOCLKOUT & _WDT_ON & _MCLRE_OFF & _LVP_OFF & _CP_OFF
   
   MAINLOOP:
   HIGH PORTD.0
   PAUSE 500
   LOW PORTD.0
   PAUSE 500
   GOTO MAINLOOP
If you board is the same as the one here...