Great! Glad you got it working.

Besides that, Do I really need to use the Dot Correction?
I guess you don't "really need" to use them. You could just set the current with the REXT resistor, and use the PWM like normal. But if you want to match the brightness of the 3 LED's, then you'll need to set the DOT correction registers.

They Power-up at 36% of the REXT current setting.
So be sure you don't have too much current set-up before trying this. I don't want to blow up your LED's.
But this should set the DOT registers to full current.
Code:
Rdot VAR BYTE
Gdot VAR BYTE
Bdot VAR BYTE
Zeros VAR BYTE : Zeros = 0

Rdot = 127  ; Set these to match LED brightness (max 127)
Gdot = 127
Bdot = 127

SetDots:
    funct = 1
    CCP1CON = 0
    shiftout d2pin, c2pin, 1, [funct\1,Zeros\3,Gdot\7,Zeros\3, _
                               Rdot\7,Zeros\3,Bdot\7]
    high latch
    @ NOP
    low latch
    CCP1CON = %00001100
    funct = 0
RETURN
Then just GOSUB SetDots

HTH,