Don't panic
OK like the hitch hiker's guide to the galaxy says.
DON'T PANIC!!!
Make a what I like to call a "Pin" test have one pin an input when it is High turn on all the other pins high. Low turn all the pins low. check with logic probe really quickly.
Reaction A
Pins work and react normally.
Meaning.
You can program it works your setup for the tested worked. Breath. Go through your real code slowly and add a Indicator light(a free pin that drives an led). That way you can see where every thing goes wrong.
Recation B
Nothing happens.
Meaning
PIC is dead. Code is really wrong. Wrong header. Power problems. Sleep is turned on with out a way to wake up.*<-that one KILLED me for 3 days
*
Check the code by READING the program with MPLAB (I think the icon to the left of erase) and make sure it lines up with your code.
If you post your code it would help debug and figure out what is wrong. Otherwise just shooting blind folded in a dark cave...
Thought of something else. Does it work in the powered ICD??? If so then you have problems (of course) in what ever you put it in afterwards.
Again without more info I am guessing.
Anyway good luck.
If that does not help Post as much as you can and remember the details.