If you're programming in-circuit, did you cycle power?

As Darrel mentioned previously, you need to cycle power OFF then back ON when switching to HSPLL mode.

With DEFINE OSC 16 -- a 2 second pause is what you'll see if the PLL isn't locked in. It's running directly from the 4MHz TTL clock input until the PLL circuit locks-in, and kicks in the 4x PLL.