My success with MAX232 has been a little limited lately, but I noticed the T2OUT line is tied to the serieal port in the diagram. The TTL signals on this line are probably falling under RS-232's noise margin and be rejected by the PC. But quote me on that, because I'm no expert on RS-232. signaling.
Good luck on the circuit! And let us know how it goes. (I'm trying to do something like this soon too).
Try taking the RS-232 out of the circuit and see if its your software or the chip. Use a 22K resistor between your input pin on the pic and pin 3(if your using a 9 pin connector) of your connector and a 1K resistor between your output pin on the pic and pin 2 of your connector.
Ive had better luck with hyper-terminal communications not using a rs-232 myself.