You can do a pretty good "no equipment" check of your oscillator by turning ON a LED, issuing a PAUSE 60000 and then turning it off. Even with human error, if it is ON for a minute, you should be within 2%, which is close enough for communications at 9600 baud. If you want to get even closer, issue the PAUSE 60000 10 times in a row. Turn your LED on at the beginning and off at the end. It takes 10 minutes, but you can easily get much better than .5% accuracy that way. The PBP PAUSE command is *VERY* accurate.

Also, I highly recommend Bray's terminal program
https://sites.google.com/site/terminalbpp/

It works with high-numbered COM ports (useful if you are using USB <-> 232 devices). It works with
Windows 7 (which does NOT have Hyperterminal), and best of all
It lets you choose non-standard baud rates. If your PIC is running 5% fast, you can choose 1080 baud if
you like (not all baud rates may be attainable with all hardware, but the software does a great job).