don't do that if you have anything connected in those pins...
read the datasheet, page 14 says everything you need about the Vss pins, they are the ground reference for logic and i/o pins, as in digital ground, it means that all logic and i/o pins need all the Vss pins conected to ground so they can output "ground" or Low levels... one advice, if you have some Vss pins conected and the uC ON, it will not do much good hot disconecting the Vss... all internal logical gates need the Vss tied to the ground, so untieing the Vss pin 5 will cause an malfunction ! If you do this kinds of things it is possible that you may have allready burnt some internal gate or something like that...
If the uC internal gate design only needed 1 pin for Vss they would have done that to simplify costumers designs, they might be there because they can't connect them inside too...
Remember that PICs may be cheaper than the other uCs but they still cost money LOL
One thing i've learned all this years is to read the manual or datasheet first (Try to give a look in all config words and pin specs first, then go reading slowlly) !
Get another = PIC and try the same program,
oh, i allmost forgot, your config work seems ok.
Also to start, the best thing to do is getting an Pickit 2 Debug Express kit, it comes with examples, PIC and programmer debugger, this is the best option to start. Cheap and easy !
Have fun !