I tried the resistor and the LED separately, with your help and looking through the datasheet again it does seem that it is the configuration settings.

Demon
#3: PWMOUT VAR GPIO.0 <-- Is this your POWER LED? You never turn it on, you only define it (or maybe I'm missing something)
- I was initally going to use these labels instead of the binary code for the pins, but I ended up using the binary numbers as I wanted to be able to turn more than one pin on and off at a time. Though the pin names are left in incase I wish to use them in the future.

Dave
I never realised that I needed to set the CMCON0 register as I decided to not look into the comparator section of the datasheet as this is not a function I am using at this time. I'll spend more time reading the rest of the datasheet now to see if there is any other bits I have missed.

I shall look at the registers later tonight to see if there is anything else I have missed.

Many thanks for your help.