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There must be some language in PicBasic to tell the PIC to which frequency to set the internal oscillator, but I haven't been able to find it.

What am I (still) doing wrong here?
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Yes, there is a PicBasic command... POKE

Use POKE to write values to ANY register in the datasheet. I usually use binary values so it's easier to see and change individual bits:

POKE OSCON, %10110001

(this is a made up value, I don't know what you will need exactly)