Have you tried a bigger delay number? at full speed (48Mhz) mplab stopwatch recons that delay you have is only 54ms.
Aside from that you need to know that it is actually running.
What IDE are you using, what dev board are you using, what compiler are you using, do you have access to the dev boards schematics.
All of this information will be helpful in narrowing down your problem
EDIT: argh... like five posts since I started to type this one. Man I'm slow