Baudrate= 250 000 Bauds sure of it?

If so, you'll have to use the HSERIN,HSEROUT statement of PBP.

Setting for 16MHZ crystal.
DEFINE HSER_TXSTA 24h
DEFINE HSER_RCSTA 90h
DEFINE HSER_SPBRG 3

by using a 20MHZ crystal
DEFINE HSER_TXSTA 24h
DEFINE HSER_RCSTA 90h
DEFINE HSER_SPBRG 4

Once you're able to grab data from your DMX stuff, use SERIN/SEROUT on other pins to send that data to your PC.