I was assuming I didnt need a resistor on the LED as I was supplying it with 3v
Yeah, my bad when I read your original post - I must have skimmed over that part and assumed you were giving the PIC 5V (as that's what I've always given them). Either way you should be able to get away without the resistor.
So it's reasonable to assume that if the LED isn't lighting up that it's not a problem with the output section and is in fact with the program, i.e. although it will be worth checking with the Voltmeter when you have it to be sure, it probably is worth taking a second look at the program now.
I'd do this myself but I'm lazy/have my own projects to work on/you'll get more out of doing it:
Head over to the Microchip website and find the datasheets for the PIC you're using (if I remember rightly there are several per device). Then find the section that details the memory addresses of the IO ports, and look up the addresses of the output and tristate ports, just to confirm that the address you have in your program are correct.
Even if they are correct this will be invaluable in that you'll now know where to find pretty much anything you need to know about the chips.
That all said, I note that you do:
#include "p16f84.inc"
but as far as I can tell you don't actually use any of the alias it defines (it's a few years since I've done anything with PICs but as far as I can remember the includes will typically define aliases for the address of things like PORTA, so that instead of typing the literal address 05h you can instead just write PORTA. It'll be worth checking that include file as well to see what useful things it defines for you.
This is much less specific help, but if you want to see an example program and several other circuits and programs, you could probably do worse than flicking through the documentation for the project that I learnt what I know about PICs on - there's a brief post
here and a fairly detailed write up including source code (the program I suggest looking at is listed starting on page 80)
here.