>               __CONFIG _CP_OFF & _MCLRE_OFF & _WDT_OFF & _IntRC_OSC

Aren't you supposed to combine configuration flags with '|' or '+', not
'&'?  ANDing together a series of bit flags is guaranteed to give you a
zero - I'm not sure exactly what effect a zero has as the configuration
word, but I suspect it's setting the PIC for an external clock or something
else incompatible with how you've wired your circuit.

>         START  MOVLW   B'11000010'
>                MOVLW   0
>                MOVWF   GPIO
>                MOVLW   0
>                TRIS    GPIO
>                OPTION

That first MOVLW is accomplishing nothing, since you immediately overwrite
W with a zero.  I suspect that the value 11000010 was intended to go into
the OPTION register, but you inserted some other code in between.  The main
effect of your storing 0 in OPTION instead is to set the Timer0 prescaler
to 1:2 instead of 1:8.  This would make your LED blink 4 times as fast as
it should, but wouldn't explain why it doesn't work at all - I'm pretty
sure that the config word is your real problem.
        Jason Harper