Thank you all for your answers :-)
Well, I made my first program! But I have a new problem now. I know it is not exactly a topic of this mailing-list, but...
I have a XUbuntu, and I am trying to program a 18F442. I tried to install PikDev and PikLab, but it was impossible without KDE.
Do you know a good programmer for family 18Fxxx?