You don't want to open the .hex files. You download default code (the link was posted above, I don't remember it off the top of my head). This will come with a bunch of .c and .h files and an MPLAP workspace file. Once you install MPLAB which came in the kop you can open these files and edit them. You should read the programming getting started thread it has a good explaintion of all of this.
http://www.chiefdelphi.com/forums/sh...ad.php?t=30976
Good Luck!