Check the application notes at MicroChip, they show both PIC and PC sides of USB interfaces - they even give full source code for their USB PICKit 1 programmer.
There are a lot of places you should check out, and I would highly recommend you do some google searches, and read as much as you can. I can tell you from personal experience that PIC USB interfacing is quite complicated and it's easy to get in over your head.
For starters, I have a basic tutorial on getting started with PIC USB interfacing using C# on the PC side, and the microchip C18 Compiler on the PIC side: http://eegeek.net/content/view/13/32/
There's also a pretty popular wiki with lots of useful info: **broken link removed**
And also, the microchip USB forum is a MUCH better place for you to ask questions, there are a lot more people on there with more experience with PIC USB interfacing: **broken link removed**