Hello.

Here's sample code I'm using:

Code:
' Program: MAX_CNT.BAS
' *************************************************************
' * For use with EXPERIMENTING WITH THE PICBASIC PRO COMPILER *
' *							      *
' *  This source code may be freely used within your own      *
' *  programs. However, if it is used for profitable reasons, *
' *        please give credit where credit is due.	      *
' *  And make a reference to myself or Rosetta Technologies   *
' *							      *
' *			Les. Johnson			      *
' *************************************************************
'
' This Program demonstrates the use of the MAX7219, seven segment decoder driver
' It also incorporates placing of Decimal point.
' ***********************************************************************

	Include "Modedefs.bas"

' ** Set Xtal Value in mHz **

	Define	OSC	4		' Set Xtal Frequency

' ** Declare Pins Used **
	Clk     Var	PortB.0		' Data is clocked on rising edge of this pin
	Dta  	Var	PortB.1		' Bits are shifted out of this pin
	Load    Var	PortB.2		' Transfers data to LEDs when Pulsed

' ** Declare Constants **
	Decode_Reg 	Con	9	' Decode register, a 1 turns on BCD decoding for each digit. 
	Lum_Reg		Con	10	' Intensity register.
	Scan_Reg	Con	11	' Scan-limit register.
	Switch_Reg	Con	12	' On/Off Register.
	Test_Reg	Con	15	' Test mode register (all digits on, 100% bright)

'	Max_Digit	Con	5	' Amount of LED Displays being used.

' ** Declare Variables **
  	Counter		Var	Word	' Variable used for the Demo Counting routine
	Max_Disp	Var	Word	' 16-bit value to be displayed by the MAX7219
	Max_Dp		Var	Byte	' Digit number to place Decimal point (0-4)
	Register	Var	Byte	' Pointer to the Internal Registers of the MAX7219
	R_Val		Var	Byte	' Data placed in Each Register
	Digit		Var	Byte	' Position of individual numbers within MAX_Disp (0-3)
	Position	Var	Byte	' Position of each LED display (1-4)

' ** INITIALIZE THE MAX7219 ** 
' Each register address is sent along with its setting data. 
' Because the MAX7219 expects to see a packet of 16 bits, then the LOAD pin is pulsed
' Set the scan limit to 3 (4 digits, numbered 0-3)
' Set the Brightness to 5
' BCD decoding to the lower 4 digits 
' Switch the display on. 
' Turn Off test mode

	Register=Scan_Reg		' Point to the Scan Register
	R_Val=3				' send 3, (Four LED Displays 0-3)
	Gosub Transfer			' Transfer this 16-bit Word to the MAX7219

	Register=Lum_Reg		' Point to the Luminance Register
	R_Val=5				' Send 5, (Value for Brightness)
	Gosub Transfer			' Transfer this 16-bit Word to the MAX7219

	Register=Decode_Reg		' Point to BCD Decode Register
	R_Val=%00011111			' Decode the first 5 digits
	Gosub Transfer			' Transfer this 16-bit Word to the MAX7219

	Register=Switch_Reg		' Point to the Switch Register 
	R_Val=1				' Set to One, (switches the display ON)
	Gosub Transfer			' Transfer this 16-bit Word to the MAX7219

	Register=Test_Reg		' Point to the Test Register
	R_Val=0				' Reset to Zero, (turns off Test mode)
	Gosub Transfer			' Transfer this 16-bit Word to the MAX7219


' 		***** MAIN PROGRAM *****
' This loop increments and then decrements a 16-bit number 
' And displays it on Four LED Displays
' The value to be displayed is held in the variable "Max_Disp"
' The Position of the decimal point is held in Max_DP (0-4)

	Max_Dp=3			' Display number for Decimal Point
	
Again:	For Counter=1 to 9999		' Increment Counter
	Max_Disp=Counter		' Load Max_Disp with Value of Counter
	Gosub Display			' Display the Value of Counter
	Pause 150			' Delay, so we can see whats happening
	Next				' Close the Loop

	For Counter=9999 to 1 step -1	' Decrement Counter
	Max_Disp=Counter		' Load Max_Disp with Value of Counter
	Gosub Display			' Display the Value of Counter
	Pause 150			' Delay, so we can see whats happening
	Next				' Close the Loop		
	Goto Again			' Do it Indefinately


' ** Subroutines **
' Display the Value held in the Variable "MAX_DISP" on the four LED's
' The value held in "MAX_DP" places the decimal point on that LED (0-3)
' Sending the value 15 blanks the display, this allows Zero suppression
' By setting bit-7 of the value sent to the individual LED displays, the decimal point
' Is illuminated

Display:
	Digit=0						' Start at Digit 0 of Max_Disp Variable
	For Position=4 to 1 step -1			' Start at Farthest Right of Display 		
	Register=Position				' Place Position into Register
	R_Val=Max_Disp Dig Digit			' Extract the individual numbers from Max_Disp			
	If Max_Disp<10 and Position=3 then R_Val=15	' Zero Suppression for the second digit
	If Max_Disp<100 and Position=2 then R_Val=15	' Zero Suppression for the Third digit
	If Max_Disp<1000 and Position=1 then R_Val=15	' Zero Suppression for the Forth digit
	If Max_Disp<10000 and Position=0 then R_Val=15	' Zero Suppression for the Fifth digit
	If Digit=Max_Dp then R_Val.7=1			' Place the decimal point, held in Max_DP
	Gosub Transfer					' Transfer the 16-bit Word to the MAX7219
	If Digit>=3 then Digit=0			' We only need the first four digits
	Digit=Digit+1					' Point to next Digit within Max_Disp
	Next Position					' Close the Loop
	Return						' Exit from subroutine

' Send a 16-bit word to the MAX7219 
Transfer:
  	Shiftout Dta,Clk,msbfirst,[Register,R_Val] ' Shift Out the Register first, then the data
	High Load				' The data is now acted upon
@	Nop
@	Nop					' A small delay to ensure correct clocking times
	Low Load				' Disable the MAX7219 
	Return					' Exit from Subroutine
I have several MAX7219, hooked to different displays, and with different PICs, results are different:

12F683 - no display @ 4mhz, works OK for 3-4 minutes at 8mhz
16F628A - counts to 5 or 8 (depends on MAX chip), then goes off
16F870 - counts fine, however, 2nd digit (from the left) sometimes displays 3, instead of 0. With another MAX chip, screen goes off when displaying 28, and may come back on 33.

Soldering is correct, MAX7219 -s are genuine, obtained from digikey.