I got my Olimex PIC-MT-A and Microchip PIC 18F252 to send morse code in the speaker, LED, and relay. Unfortunately, the SDCC C compiler is just barely working for the PIC18 and it's way too frustrating for me to try to get anything done, so I'm putting all my PIC project plans back on hold. For documentation on how I got the basics to work, see here: Spark Fun Microcontroller Forum.