ok, I have managed to see the correct data that was send by HSEROUT in the PICkit2 UART tool when setting 2400 baud. I also changed the LCD mode to 2400, but it still show junk.
Code:
DEFINE HSER_TXSTA 10100000b
DEFINE HSER_BAUD 2400
DEFINE HSER_SPBRG 25 ' 2400 Bauds

PAUSE 2000
HIGH PORTD.7
main:
HSEROUT [65,13,10]
PAUSE 2000
goto main