First off, you should use CON to define a numeric constant instead of DEFINE

Next, since the intosc defaults to 500KHz at startup, that's outside the range of the 4xPLL which is spec'd from 4MHz-8MHz.
While it might work, I'd leave the CONFIG setting for the PLL off and enable it when you change the osc freq

Something like this should work:
Code:
#CONFIG
 __CONFIG _CONFIG1, _FOSC_INTOSC & _WDTE_OFF & _PWRTE_ON & _MCLRE_ON & _CP_OFF & _CPD_OFF & _BOREN_OFF & _CLKOUTEN_OFF & _IESO_OFF & _FCMEN_OFF 
 __CONFIG _CONFIG2, _WRT_OFF & _VCAPEN_OFF & _PLLEN_OFF & _STVREN_OFF & _BORV_LO & _LVP_OFF
#ENDCONFIG

DEFINE OSC 32
' OSCCON register settings
SPLLEN CON %1           ' PLL enable
IRCF   CON %1110        ' to enable 8 MHz
SCS    CON %00          ' system clock determined by FOSC

OSCCON = (SPLLEN<<7) | (IRCF<<3) | SCS