which PIC are you using, I had alot of problems the first time doing the same thing. I would set if possible the crystal setting to INT to use internal first. I blew several chips by setting them to xt and such without a crystal attached/attached properly. nowadays for the most part I try to use the internal occillator. also try to keep it even more basic than what you have here, like this

Code:
TRISB = 0
MAIN:
PORTB.0 = 1
PAUSE 1000
PORTB.0 = 0
PAUSE 1000
GOTO MAIN
END
or

Code:
TRISB = 0
MAIN:
TOGGLE PORTB.0
PAUSE 1000
GOTO MAIN
END
dont forget to set fuse settings, I usually turn WDT, BODEN, and MCLRE all to Disabled