Looks to me like you're using the internal oscillator on the 12F683 (i.e. GPIO4 & GPIO 5 are used). The internal clock is probably off the nominal 4MHZ by a bit on one side of the other (i.e. might be 4.1mhz, might be 3.9mhz, whatever). Jist of the story, you're 2400 baud is based off the oscillator...if the oscillator's off, the 2400 baud is off.
Yes, I am using the internal oscillator at 4Mhz.

Write yourself a quicky program to generate a square wave of a known frequency, use a 'scope or freq. counter to count that square wave, and tweak the OSCTUNE to get 4mhz exactly.
Or try slowing down to 300 baud and see what happens. Slower baud rates are generally more tolerant of being out of tolerance.
Unfortunately I have no scope.... but the problem is that attaching the rxpin on a pc and monitoring with a serial port monitor, the receiver gets exactly what I send. So I guess the problem is somewhere in the PIC code, maybe some registers to be correctly configured or wrong code somewhere.
Is 2400 8N1 too fast for a 20Mhz powered PIC? I will try to slow down to 1200...

Thanks skimask