>I believe, as couple have pointed out, that the problem here is
>a floating MCLR input.  The lessons were written for Microchip's
>low pin count demo board, where MCLR is held high through a 10k
>resistor (and grounded by a pushbutton, in time honoured fashion).

You may want to have a paragraph where you point out "This project assumes 
that you are using Microchips Low Pin Count demo board. If building your own 
hardware you need to make sure you add a resistor between the MCLR pin and 
Vcc" along with any other assumptions that are required from that hardware. 

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