Lauw:

You mentioned that you are controlling a neon lamp.  These
lamps require a high operationg voltage (70 to 100V if I
recall).  How are you interfacing the high voltage to the
PIC?  When the lamp is off, the voltage on the PIC output
must not be allowed to go above Vdd.  Could this be your
problem?

Brent Miller
Hal Computer Systems
Campbell, CA