I have used multiple outputs to run small motors up to 200mA(The maximum chip rating) with little problem. Let's see your code for turning the LED on, and, how are you limiting the current through the LED?

You do know that it would be better to run the LED with a transistor capable of the total current than a couple of pins from the PIC.

Try turning the port pins on as a whole. As in... PORTA = %000011, as opposed to individual pin switching. Also keep in mind, the PIC would rather pull to ground, than to B+.

Hope this helps,
Ron