I tend to use the ASM/ENDASM commands to set the config bits, for example (not related to your chip)

Code:
ASM 
  __CONFIG    _CONFIG1H, _OSC_HS_1H
  __CONFIG    _CONFIG2L, _PWRT_ON_2L  
  __CONFIG    _CONFIG2H, _WDT_ON_2H & _WDTPS_512_2H
  __CONFIG    _CONFIG3H, _MCLRE_ON_3H & _LPT1OSC_OFF_3H & _PBADEN_OFF_3H  
  __CONFIG    _CONFIG4L, _LVP_OFF_4L & _XINST_OFF_4L
ENDASM