This is my entire program, and I get a 25 sec. delay until the LED goes on.

Code:
ASM
     ;PORT A 
     CLRF PORTA 
     MOVLW 07h 
     MOVWF ADCON1                           ;A/D'S OFF 
     MOVWF 07h 
     MOVWF CMCON                            ;COMPARATORS OFF  
     MOVLW 00000000b                        ;PIN DIRECTION PORT A  
     MOVWF TRISA 
ENDASM

DEFINE OSC 20                                
LOW PORTA.6                                     'TURN LED ON
STOP

Thanks anyway, Dave!