It sounds like you are using a main powered system. Sometimes it is a good idea to use a plugpack of around 8-9V and then regulate the voltage yourself, or at least use a 5.1V zener on your supply line to ensure that any power spikes from the plugpack do not fry anything in your chip, or any thing else powered from that plugpack for that matter.
Perhaps you can check how much power your PIC is drawing and compare it to an estimate to how much it should be drawing - how heavily loaded are you pins, are you driving peripherals, etc. If a lot more power is being drawn than expected, then something is probably fried/shorted ... broken.
<b><i>ylp88 </b> </i>