Your's should do something, but here's what I'm using.

Code:
DEFINE OSC 20
#CONFIG
   __config _CONFIG1, _FOSC_HS & _WDTE_ON & _PWRTE_ON & _MCLRE_OFF & _CP_OFF & _CPD_OFF
   __config _CONFIG2, _PLLEN_OFF & _STVREN_ON & _BORV_LO & _LVP_OFF
#ENDCONFIG

DEFINE CCP3_REG PORTA
DEFINE CCP3_BIT 2

DUTY  VAR BYTE

ANSELA.2 = 0

Main:
    FOR Duty = 0 TO 255
        PAUSE 10
        HPWM 3, Duty, 20000
    NEXT Duty
GOTO Main