Thank you for your feedback

I have found the problem.
The Pic run at 20Mhz and I'm designing everything on a breadboard.

The copper tracks inside the Breadboard generate it's own capactance and when putting 15pf caps on the Crystal, it does not run.
If I remove the Caps it run.
What I did is put the Pic in a 40 Pin IC Socket, cut the 2 pins on the IC Socket for the crystal and directly connect the crystal and 2 caps to the pins on the IC Socket (and not through the breadboard's wholes)

Now it is running smoothly.