Hi,
I didn't have a 16F628A only a non A-version but I don't think the differences matters here (they are covered in Appendix C of the datasheet).
First take a look at the schematic:

Name:  16F628-setup.JPG
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With the above setup I wrote a short program, no more no less than:
Code:
Main:
  Toggle PortB.0
  Pause 250
Goto Main
I programmed the PIC and the LED blinked at 2Hz - it really can't get easier than that IMO and it certainly isn't harder than on a BasicStamp. It works because I built the hardware to match the default setup, ie using an external 4MHz x-tal.

Next thing I did was open up the .info file for the device and copied the default configuration from where it says The PBP default configuration for the PIC16F628 is: and pasted that into my program. I then read thru the available options and decided that I want to use the internal oscillator without feeding the clock out and use internal MCLR so I changed my program to:
Code:
#CONFIG
    __config _INTRC_OSC_NOCLKOUT & _WDT_ON & _PWRTE_ON & _MCLRE_OFF & _LVP_OFF & _CP_OFF
#ENDCONFIG

Main:
  Toggle PortB.0
  Pause 250
Goto Main
I removed the pullup on MCLR and the x-tal, programmed the PIC and the LED blinked with a frequency of 2Hz - as expected. All I have on the breadboard is a bypass cap, a 16F628, a resistor and a LED.

/Henrik.