DEFINE OSC 3 will calculate baudrate for a 3.58MHz clock but that's the only "odd ball" frequency available.
See section 2.3.1 in the manual.

With that said you can RUN the PIC with any crystal you like it's just that all software timings and compiler calculated constants etc will be off. Tell it you're using a 4MHz clock, but set the USART etc manually based on the ACTUAL clock frequnecy. Then adjust any PAUSE etc so that it takes the actual clock frequency into acount, everything times 0.9216, a PAUSE 100 becomes PAUSE 922. Of course this may or may not be apporpriate for what you're doing.

Are using the USART (manually or using HSEROUT) or the software timed serial commands (SEROUT etc) and what is your desired baudrate?

/Henrik.