After banging my head on the wall (mister_e already has the keyboard) I finally got it working.
There are at least 5 different example folders on the CD all claiming to be for the EasyPic5 with a PIC16F887. I have tried them all and because I am using PBP I never installed MicroBasic. Today I decided to install it and lo and behold another EasyPic5 folder in the examples folder.

I looked at all of the code and found the only difference was that this new one had two added lines.
Code:
ANSEL  = 0
ANSELH = 0
I guess before this release they found the code was missing and added it in.

At least now I can get on with my project.

Many thanks to everyone who responded to my posts, nice to know there are so many wanting/willing to help. Also is nice to know I wasn't total out of my mind.

The correct example HEX has a date modified of 4/7/2008