Oky Here is the code after trial it on PIC16f877a to communicate with PC at 115200 bps baud rate and it's working fine without any error
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DEFINE OSC 20
' Set receive register to receiver enabled
DEFINE HSER_RCSTA 90h

' Set transmit register to transmitter enabled
DEFINE HSER_TXSTA 24h

' Set baud rate
DEFINE HSER_BAUD 115200

' Set SPBRG directly (normally set by HSER_BAUD)
DEFINE HSER_SPBRG 10

main:
HSEROUT ["yes its working",13,10]
pause 300
goto main

end