Hi,
As suggested, connect MCLR to 5v via 10k resistor. This tells the microcontroller that it is not to be reset and it is to keep on working.
Connect a resistor between LED and PIC pin. Those capacitors are not really necessary, but if required you might replace them with 15-22pF but they aren't really necessary.
Have a capacitor smooth out the power line by placing a capacitor between the 5v and ground.
Place a 0.1uF between the PIC VCC and VSS.
Hope this helps.
Tahmid.