Give up try to set the fuses with the programmers software and set them in the *.inc file or code space
http://www.picbasic.co.uk/forum/showthread.php?t=543

Then as the above link explains, goto the MPASM Suite directory and look at the P18F2520.INC file.
At the end of the file you will find all of the settings. You want
_OSC_INTIO67_1H