I had exactly the same problem with PIC18F1330. But I could fix it using the Bruce advice:
movlw B'0111000'
movwf OSCCON, A

But there is a strange behavior of the MPLAB-SIM. If I do this:
movlw B'0111011'
movwf OSCCON, A

The simulator do not write the two lower bits, as you can see in this image (click to enlarge):



But in the hardware the two bits are written, that's the reason because the PLL hadn't worked in my prototype.