Thanks everyone! I got it.

Walter sort of put the clue in front of me. I took a look through that USB demo board data sheet, and when I got to the schematic of the thing I suddenly sat up and gave myself a good slap on the forehead! (DOH!)
I took my soldering iron and stuck a 470 ohm resistor from Vdd to MCLR and now it works!

I was so freaked out and worried about the huge pile of registers on this chip, that I forgot one of the most basic hardware items.

LED's are blinking away now. Next job... get my LCD display to say "Hello World".



Thanks to everyone for your help!

steve