I have not checked throughly the datasheet on the PIC so I am not familiar with the name of its registers. But here are some things I want to point out.
First..... MAke sure that you put a limiting resistor on those LED, you may damage your PIC and burn the LED if not.
Second.... You are comaparing a WORD size variable to a BYTE size variabel when you are doing the IF ADVAL > ROCK THEN
Third...... According to the datasheet the maximum impedance recomended for analog sources is 2.5kOhms
Fourth..... YOu have not set the ADCON0 register. You need to do this and justify left the A-D conversion. And set your voltage reference pin.
Fifth....... Yout TRISIO is a 6-bit wide register. You must declare those pins with the LEDS outputs, and the one with the Analoge Voltage INPUT, like TRISIO = %110000
Sixth.... Make sure you have configured the PIC to run on internal oscilator.
Seventh..... Your ROCK variable is set to 85. That is your threshold voltage will be 0.415V (that is (5V/2^10)*85). When the voltage divider made by the LDR and resistor is 0.415V the condition IF ADVAL > ROCK THEN will be true. Is this the threshold voltage you really want?
Eight....... When you use the command ADCIN will use the ADC and not as a comparator. So you don't have to set the CMCON register.
Good Luck
Ivancho