Do your config lines look like this?
Code:
@   __CONFIG    _CONFIG1L, _PLLDIV_5_1L & _CPUDIV_OSC1_PLL2_1L & _USBDIV_2_1L  
@   __CONFIG    _CONFIG1H, _FOSC_HSPLL_HS_1H & _FCMEN_OFF_1H & _IESO_OFF_1H
Added: I compiled it here, added an HSEROUT statement, and didn't get an error.

PBP 2.46 MPASM 5.06