There is a difference between compiling a program for a PIC and programming a PIC. In the former case you are creating a program (which is very much chip dependent) and in the latter you are attempting to place that chip dependent program into the correct chip.

If, as I read into your posting, you are compiling a program for chip type A, and then trying to stuff that program into chip type B, then you are skating on thin ice. Indeed, I'm surprised that you've even managed to blink a LED like that and any kind of success would be pure chance.

Always check this list... http://www.melabs.com/support/upgrade.htm

If your version of PBP doesn't support the particular chip of your choice (and in your case version 2.45 doesn't support 18F2550) then it's not likely to work. Upgrade your product and it'll work properly as advertised.

OK, skimask beats me to the salient comment!