Hi,
To turn off the comparators on the 16F688 you should set CMCON0 to 7, not 0.
That would explain RA0 and RA1 but not really RA4 & 5. ANSEL=0 should be correct.
As for the MCLR/RA3 pin, make sure that your programmer isn't overriding your CONFIG settings.

/Henrik.