Besides what Robert noted, you have to setup port A.3 as high before transmitting. RS232 needs a standard state before tx/rx.

So, I suppose T9600 made the difference?

Code:
Include "modedefs.bas" 
DEFINE OSC 10

high porta.3
TRISA = %00000000

CMCON=7

pause 2000

TEST:
    serout PortA.3, T9600,["SSSSSSSBOB"] 
    PAUSE 500
    GOTO TEST  
END
Ioannis