Power problems

[skimask]

Guys,
Everything is working perfect when I use the programmer power.
A ~700 lines code.
The problem is very simple when connecting outside power source.

Does it run if you manually RESET (pull MCLR to ground) it after power up?
If so, put a capacitor across MCLR and ground, and a resistor between Vdd and MCLR.
The problem might be that MCLR is coming up faster than Vdd.
An R/C across MCLR might slow it up just enough to meet the chip's MCLR timings.