This is my code:

<code>
DEFINE OSC 20
DEFINE HSER_RCSTA 90h
DEFINE HSER_TXSTA 24h
DEFINE HSER_SPBRG 21 ' 57600 Bauds
DEFINE HSER_CLOERR 1
DEFINE SHIFT_PAUSEUS 1000

INCLUDE "modedefs.bas"

Hserout ["ACTIVE",13]

RST var portd.0
SCLK var portd.1
CS var portd.2
DOUT var portd.3 'data from PIC to Gyro
DIN var portd.4 'data from gyro to PIC

temp var word'(2)
index var word

High SCLK
High CS
high RST

pause 1000

main:
low CS
Shiftout DOUT, SCLK, 1, [$3C,$00]
high cs
pause 100

low CS
SHIFTIN DIN, SCLK, 2, [temp\16]
high CS
pause 100

HSEROUT ["Temp: ",HEX4 temp,13]
pause 100
goto main
</code>

And the output I am getting out is (HEX):

ACTIVE
Temp: 0000
Temp: 0900
Temp: 0900
Temp: 0900
Temp: 0900

Thanks