This is a good place to start reading to find out how to setup fuses.
http://www.picbasic.co.uk/forum/showthread.php?t=543

Now this is what you need to have in your code. This chip defaults to 4 Mhz
Code:
@ __config _CONFIG1, _INTRC_OSC_NOCLKOUT & _WDT_ON & _MCLRE_OFF & _LVP_OFF & _CP_OFF
  
 DEFINE OSC 4