OK,
Just to make sure everything is done properly, first you must load the 20MHZ bootloader file in your PIC, be sure the HS fuse is set before programming it, then, change DEFINE OSC 4 to DEFINE OSC 20 and last step, load your code in your PIC.

Be sure you use the right capacitor values for the crystal, your PSU is properly filtered and it should work now.

Good luck!