I have noticed from many threads that a lot of people are using the MPLAB IDE to compile their source files. Not that there's anything wrong with this, but there's a whole lot in the IDE that's not needed just to assemble an already complete source. Instead you can just use the standalone assembler that's included in the MPLAB package. The Windows version is MPASMWIN.exe.
It is much simpler. All you have to do is enter the source file, select which PIC you are using, and then hit "Assemble." You can leave all of the other options at their defaults. This generates the .HEX file that you can use with the application that came with your programmer to program the chip.
I only use the IDE when I'm actually writing my own PIC programs. It seems like overkill for just assembling an already written program.