Check to be sure that you are initilizing the registers.  They don't
come up zero  on parts with cover that doesn't admit light.  In the FAQ
there is some code to start with to zero the registers, especialy the
page select bits/ pclath.  Otherwise the first jump your program takes
may be it's last.

As Ran Talbott mentioned the specs have a requirement for rise time of
the MCLR signal.   I have never had a problem with a slow rise time
(even with clip leads).   The specs also warn about the inpeadance of
the MCLR pin and latchup, that I have had a problem with.   Try using a
resistor in the MCLR pin, say 4.7 K ohms tied high.

Dallas Semi has a credit card sales dept for low volume.   I got some of
the econoresets Ran mentioned.  But I haven't started using them yet as
I haven't had reset rise time problem with any pic chip (5x, or c84).
Aaron Wohl / ham callsign N3LIW / 412-731-3691 / 412-268-5032