A4 is often an open-collector output on PIC's, it can only sink current, not source it - add a pull-up resistor to make it work more like a normal output. As you are wanting to drive an LED, you could connect the LED and series resistor from the pin to +5V, the LED would then light when the pin is set low. Or, you could connect the LED from A4 to ground, with the series resistor from A4 to +5V - this would then light when the pin was high - but it does waste current when the LED is turned off as the resistor is then directly across the HT rail.