when you set a pin to HIGH it should close to Vdd, if not, you probably forgot few things

disable the Comparator
disable the ADCs
this pin is a open-collector type.
This pin is a INPUT only.. can't be an OUTPUT
etc etc etc

http://www.picbasic.co.uk/forum/showthread.php?t=561

since we don't know the PIC and I/O you're using...