if you use MPASM, DEVICE is not the right command, the the FAQ thread about the config fuse.
Code:
    @ __CONFIG _INTRC_OSC_NOCLKOUT & _WDT_ON & _PWRTE_ON & _MCLRE_OFF & _BODEN_ON
         ' Internal Oscillator
         ' Enable watch dog timer
         ' Enable power up timer
         ' Disable MCLR pin
         ' Enable brown out detect
Or you may set them manually in your device programmer software.

HTH