I have been schooled by the wizard and Henrik is correct on deFINE.

I agree OSSCAL is unneccessary but you do need to set the ports to digital with the ANSEL = 0. You really don't need the OPTION_REG statement for just a simple program. TRISIO should just read TRISIO = 0 to set all pins, except GPIO.3 (pin 4), as outputs. HIGH/LOW will do that but it looks cleaner setting it in the TRISIO. At least IMHO.

DEFINE OSC 4
ANSEL=0
CMCON = 7
OPTION_REG.7= 0
GPIO = 0
TRISIO = 0
Start:

HIGH GPIO.0
PAUSE 1000
LOW GPIO.0
PAUSE 1000

GOTO Start
END

I would also submit you need a 300ish ohm resistor in series with the LED and not much higher. If you lack the resistor you can hook it directly up to the PIC as the PIC will protect itself and only source about 20ish mA. I don't remember exactly what the PIC will source or sink but you can find it in the datasheet. GPIO.0 is pin 7 on the 12F629 and should have the unmarked(Anode) end of the LED hooked to it with the marked end (Cathode) to ground/common/return or whatever you want to call it.

Make sure pin 4 MCLR is tied to the voltage source, +5 VDC, with a 10kish resistor. If you're not hooked to +5VDC then you'll have to adjust the size of the resistor in series with the LED.

It should work.