I never thought I'd need to set ADCON1 since I'm not using any of PortA.
Learning something new every day. As always, thanks for the help.

I'm going to try your method of toggling the LED's Skimask, never seen it done like that, Thanks.

New working code with one minor change. (Thanks Bruce.)

Code:
 '::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
                     'Hserin with Darryl Taylor's Instant Interrupts
 '::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
   '   Program to echo incoming serial data 
    '   Baudrate : 9600 Baud
       ' MCSP and MPASM, LabX-2, Microcodeloader, PBP2.50
         ' Using PIC 18F2525 @ 4MHZ and bootloader
           ' Using internal USART and MAX232 to interface to Hyperterminal on PC

        
        DEFINE LOADER_USED 1
        DEFINE OSC 4
        DEFINE HSER_RCSTA 90h ' enable serial port, 
        define HSER_TXSTA 24h ' enable transmit, 
        define HSER_SPBRG 25 ' set baudrate to 9600                   
        DEFINE HSER_CLOERR  1 ' automatic clear overrun error  
        
        TRISC  = %10000000    ' PORTC.7 is the RX input, PORTC.6 is the TX output
                              
    
    '   Serial communication definition
    '   ===============================
        '
  ADCON1 = %00001111      'Set up ADCON1 register no matter what you're doing!!!!!!
'::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

INCLUDE "MODEDEFS.BAS"       ' Include Shiftin/out modes
INCLUDE "DT_INTS-18.bas"     ' Base Interrupt System
INCLUDE "ReEnterPBP-18.bas"  ' Include if using PBP interrupts
'::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    '   Variable definition
'::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
        
RCIF       VAR     PIR1.5     ' Receive  interrupt flag (1=full , 0=empty)
TXIF       VAR     PIR1.4     ' Transmit interrupt flag (1=empty, 0=full)
led        var     PORTB.0
led1       var     PORTB.1
led2       var     PORTB.2
holdoff    var     word
SerialData var     byte

clear

        '((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))
ASM
INT_LIST  macro    ; IntSource,        Label,  Type, ResetFlag?
        INT_Handler   RX_INT,    _Getbytes,    PBP,  no
    endm
    INT_CREATE               ; Creates the interrupt processor
ENDASM

@   INT_ENABLE  RX_INT     ; enable RX_INT interrupts


        '((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))
                   ' Subroutine to slow loop down some and toggle heartbeat
        '((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))
Mainloop:
        for holdoff = 1 to 1000
        pause 1
        next holdoff
        toggle led           'toggle led every loop for heartbeat  
        goto Mainloop


        '((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))
           'ISR for RX_int interrupt 
        '((((((((((((((((((((((((((((((((((((((()))))))))))))))))))))))))))))))))))))))

Getbytes:
        
       While RCIF = 1     ' clear the buffer
       HSERIN 100,error,[Serialdata] ' take it
       hserout [serialdata] ' send it
       Wend
       toggle led2       'led to confirm program went to RX ISR

@ INT_RETURN


error:
      Toggle led1
@ INT_RETURN
 end