Hi,
but I guess it devides the 8MHZ becouse I wrote DEFINE OSC 4
Not at all. That's not what DEFINE OSC does, look it up in the manual.

I am wondering if the BAUDRATE is to fast or is the code of DEBUG correct?
Yes, the PIC is running at 8MHz but you're telling the compiler it's running at 4MHz. The compiler calculates the baudrate timings based on 4MHz when in reallity it's running twice as fast - the actual baudrate will be double what you tell it.

/Henrik.