> Ohh... I use a supercap of 0.1F x 5.5V. I will connect it like this:
> 
> VCC ---------DIODE-------------PIC
> |
>      CAP
> |
>      GND
> 
> Any opinions?

The cap should be on the k side of the diode, otherwise it
might discharge into the PSU

(view fixed font)

      a  k
VCC---->|------PIC
            |
            = C
            |
           gnd

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