I can't replicate your problem...

Two Resistors 330R each in series between Vdd and Vss (not exactly power-saving - but who cares...). The junction of which has a bi-colour LED nailed to it, the other end of the LED is glued to PortB.1

Example...

LedOne var PortB.1
.. ..

MainLoop:
Toggle LedOne
Pause 10
Goto MainLoop

change the pause time for quicker or slower effect... from blink Red/Green to 'continuous' Orange.

Melanie