Well if PortE.2 isn't High, then it'll set PortA.0 Low and you'll never know if PortE.1 had set it high beforehand unless you've got a fast scope as it'll only be High for a uS or so...

Try this as an alternative....

Code:
Start:
    If PortE.0=1 then
        High PortA.0
        else
        If PortE.1=1 then
            High PortA.0
            else
            If PortE.2=1 then
                High PortA.0
                else
                Low PortA.0
                endif
            endif
        endif
    goto Start
or how about...

Code:
start:
    MyVar=PORTE & $07
    If MyVar<>0 then 
        High PortA.0
        else
        Low PortA.0
        endif
    goto Start
where MyVar is a byte variable.

If you've got an LED on A.0 then any change on any of those three E pins should give the desired indication with either example.

Melanie