At the same place you set the OSC for HS, either in the *.inc or in code, add this
& _MCLRE_OFF
You chip may not have the "E" on the end. I guess I should pull up the data sheet.

In the MPASM directory there is anothe *.inc file that MPASM uses. Open it and near the bottom it has a listing of all the fuse settings.
This is from that file: Nope, no "E" on this one.
Code:
;==========================================================================
;
;       Configuration Bits
;
;==========================================================================

_CONFIG1                    EQU     H'2007'
_CONFIG2                    EQU     H'2008'

;Configuration Byte 1 Options
_CP_ALL                      EQU     H'1FFF'
_CP_OFF	                     EQU     H'3FFF'
_CCP1_RB0		    		 EQU     H'3FFF'
_CCP1_RB3                    EQU     H'2FFF'
_DEBUG_OFF                   EQU     H'3FFF'
_DEBUG_ON                    EQU     H'37FF'
_WRT_PROTECT_OFF             EQU     H'3FFF'	;No program memory write protection
_WRT_PROTECT_256             EQU     H'3DFF'	;First 256 program memory protected
_WRT_PROTECT_2048            EQU     H'3BFF'	;First 2048 program memory protected
_WRT_PROTECT_ALL             EQU     H'39FF'	;All of program memory protected
_CPD_ON                      EQU     H'3EFF'
_CPD_OFF                     EQU     H'3FFF'
_LVP_ON                      EQU     H'3FFF'
_LVP_OFF                     EQU     H'3F7F'
_BODEN_ON                    EQU     H'3FFF'
_BODEN_OFF                   EQU     H'3FBF'
_MCLR_ON		   		     EQU     H'3FFF'
_MCLR_OFF                    EQU     H'3FDF'
_PWRTE_OFF                   EQU     H'3FFF'
_PWRTE_ON                    EQU     H'3FF7'
_WDT_ON                      EQU     H'3FFF'
_WDT_OFF                     EQU     H'3FFB'
_EXTRC_CLKOUT		    	 EQU     H'3FFF'
_EXTRC_IO		    		 EQU     H'3FFE'
_INTRC_CLKOUT                EQU     H'3FFD'
_INTRC_IO		    		 EQU     H'3FFC'
_EXTCLK			    		 EQU     H'3FEF'
_HS_OSC                      EQU     H'3FEE'
_XT_OSC                      EQU     H'3FED'
_LP_OSC                      EQU     H'3FEC'

;Configuration Byte 2 Options
_IESO_ON                     EQU     H'3FFF'
_IESO_OFF                    EQU     H'3FFD'
_FCMEN_ON                    EQU     H'3FFF'
_FCMEN_OFF                   EQU     H'3FFE'



; To use the Configuration Bits, place the following lines in your source code
;  in the following format, and change the configuration value to the desired 
;  setting (such as CP_OFF to CP_ALL).  These are currently commented out here
;  and each __CONFIG line should have the preceding semicolon removed when
;  pasted into your source code.

;Program Configuration Register 1
;		__CONFIG    _CONFIG1, _CP_OFF & _CCP1_RB0 & _DEBUG_OFF & _WRT_PROTECT_OFF & _CPD_OFF & _LVP_OFF & _BODEN_OFF & _MCLR_OFF & _PWRTE_OFF & _WDT_OFF & _HS_OSC

;Program Configuration Register 2
;		__CONFIG    _CONFIG2, _IESO_OFF & _FCMEN_OFF