I'm sure that many of us can help you, but you will need to do some ground work of your own first.
Do you want to use any particular PIC, what sort of communication do you want to do? What task do you have in mind?
Some larger PICs come with built-in ethernet MAC and PHY, or you can use a separate MAC/PHY (the ENC28J60) connected to any PIC with enough memory to handle a TCP/IP stack plus your application software.
Microchip have produced a lot of software and documentation on the matter: **broken link removed**
Everyday Practical Electronics magazine published a project in December 2011 (and the following two months I think) to build a small webserver with a PIC. It works well (I built it) and it might be worth buying the back issues. The source code can be downloaded from EPE's website and is written in C so is easy to follow.