if you have some knowledge of programming in C with PCs then you will be up and running in no time. just study the documenatation of your compiler and see the example programs that it comes with and start writing codes yourself. the compiler will generate the hex code which can be used to burn on the chip.
there are a number of C compilers for PIC micros out there. namely IAR (very very very expensive), Hitech's PICC, CCS C and mikroC (its going to be released on the 7th of Feb this year)
all compilers have a code size limited trial version available that can be downloaded from their site. search on google for more info and go to the following link
yes i forgot to mention that. i believe it is a 60 day trial. it continues to work after 60 days but the optimizations are disabled (not a big deal for a hobbyist!)