Here is a simple hello world code for a dsPIC33FJ64MC802. You'll have to modify the code a bit for the dsPIC33fj256; such as the config bits etc, but you can see how simple it is using the C30 compiler from MicroChip:
Code:
/* This is a "Hello world" example for the dsPIC33FJ64MC802. It will toggle all
* IO pins on the chip at a rate which is visible from a LED connected to
* one of the IO pins. It uses the internal RC oscillator so all that is
* needed is a 10K pullup resistor on...