a little spike here,may be ?

PORTD=200
PAUSEUS 1
PORTD=225
PAUSEUS 1
PORTD=255 ... should not be 250 ???
PAUSEUS 1
PORTD=225
PAUSEUS 1
PORTD=200
did you try :

Code:
Init_Triangluar:  TRISD=$00                             'PortD an Output Port
                  PORTD=0                               'Triangle-Wave at PortD
                                                        'Starting with Decimal 0 out of 255
                                                        'of the Maximum Output Voltage.
                                                    
                   PAUSEUS1                              'instead of PAUSE 1
                         		                '10 micro-seconds, in
PS : didn't notice the 40Mhz Define ... sorry !