If you look at the datasheet, you can see that PortE, bit 0,1, and 2 are all Analog ports. So what is most likely happening, is that the PIC is in analog mode for these pins and not giving you digital outputs.

Put this in your code before the DEFINES:

ADCON1.3=0
ADCON1.2=1
ADCON1.1=1
ADCON1.0=0

These 4 lines will make all of your analog pins into digital pins. If you need to use some of your digital pins as analog ones, then just change these 4 bits according to the table in the datasheet referenced below.

To see how I came to this, look at page 182 (184 of pdf) in the PIC 18f452 datasheet.