Thanks for the assistance

I've just sat down with a large mug of coffee and some toast and run through the datasheet... I think I've covered most things (I still find these datasheets a struggle, but hopefully picking things up). I've set the registers as follows (with comments), and the code compiles

Code:
ASM
 __CONFIG _INTRC_OSC_NOCLKOUT & _WDT_ON & _PWRTE_ON & _MCLRE_OFF  
endasm

DEFINE  OSC 4
DEFINE HSER_RCSTA 90h                   'Enable serial port & continuous receive
DEFINE HSER_TXSTA 24h                   'Enable transmit, BRGH = 1
DEFINE HSER_SPBRG 25                    '9600 Baud @ 0.16%
DEFINE HSER_CLROERR 1                   'Clear overflow automatically

ANSEL  = %00000000                      'Set all pins digital
ANSELH = %00000000                      'Set all pins digital
ADCON0 = %00000000                      'AD converter module disabled
OSCCON = %01100101                      'bit7 not used, bits 6-4 4mhz default, bit3 int osc, bit2 HS stable (ignored - at 4Mhz), bit1 not stable, bit0 int osc used for system clk 
CCP1CON= %00000000                      'Turn off CCP module
SSPCON = %00001011                      'Ic2 master

TRISA=%00000011                         'set PORTA as all output apart from RA0 and RA1( bits 7&8 unimplimented read as 0)
TRISB=%11110000                         'set PORTB as all input ( bits 0-3 unimplimented read as 0)
TRISC=%11111111                         'set PORTC as all input (default for POR)
Having compiled and loaded the code, pleased to say it all works now !!

OK I might of gone overboard on configuring registers, but at least it's helped me get some understanding with the datasheets.