Thank you All.

I'll try to turn off ADCs and COMPARATORs as soon as I'm back home.

Yes, I compared the PBP manual with other documents I have found on the net. The difference I see with the PBP manual's shematic and others is the pull-up resistor on RA4. I'll try this too.

Yes, I'm using ICSP. Is it a problem to use the programmer's power source? It has 1A source and is very stable. I have installed a 3 pole switch to interrupt the MCLR, DATA and CLOCK lines once the PIC is programmed and I just keep Vdd and Vss.

I'm using the MICROCHIP AN589 programmer and there are capacitors in this circuit. I will add a 0.1µF close to the PIC.

About the defines, as far as I understood the PBP help file (in MicroCode Studio), I'm using the default settings so I thought the defines were not mandatory (am I wrong?).