Right, i think i've figured this out.

You need to find the 18F2550.INC (or whatever device you are using) in the PicBasic Pro installation directory.

When you open that file it should look something like this:
Code:
;****************************************************************
;*  18F2550.INC                                                 *
;*                                                              *
;*  By        : Leonard Zerman, Jeff Schmoyer                   *
;*  Notice    : Copyright (c) 2004 microEngineering Labs, Inc.  *
;*              All Rights Reserved                             *
;*  Date      : 12/31/04                                        *
;*  Version   : 2.46                                            *
;*  Notes     :                                                 *
;****************************************************************
        NOLIST
    ifdef PM_USED
        LIST
        "Error: PM does not support this device.  Use MPASM."
        NOLIST
    else
        LIST
        LIST p = 18F2550, r = dec, w = -311, f = inhx32
        INCLUDE "P18F2550.INC"	; MPASM  Header
        __CONFIG    _CONFIG1L, _PLLDIV_5_1L & _CPUDIV_OSC1_PLL2_1L & _USBDIV_2_1L
        __CONFIG    _CONFIG1H, _FOSC_HS_1H
        __CONFIG    _CONFIG2H, _WDT_ON_2H & _WDTPS_128_2H
        __CONFIG    _CONFIG3H, _PBADEN_OFF_3H
        __CONFIG    _CONFIG4L, _LVP_OFF_4L & _ICPRT_OFF_4L & _XINST_OFF_4L
        NOLIST
    endif
        LIST
EEPROM_START	EQU	0F00000h
BLOCK_SIZE	EQU	32
This is effectivly where you modify the fuses. The fuse definitions are contained within the P18F2550.INC as contained within your MPASMWIN directory.

*** Note: My advice would be to back any files up before any modifications ***

Hope this clears things up, it worked for me in the end. Now all the fuses are set without the need for modification each time.

Steve