One simple way to quickly get there is to use the "USB Device - CDC - Serial Emulator - C18 - PICDEM FSUSB.mcp" project located in the "...\Microchip Solutions v2012-04-03\USB\Device - CDC - Serial Emulator" folder that comes with the Microchip Applications Library, which is a free download.
This project sets up the PIC18F4550 to appear to a PC as a serial device, so any program such as VB or VC or even Hyperterminal can access it thru the standard serial (RS-232) techniques.
You can dig down thru the code and find where the data comes in and goes out and add whatever custom stuff you want.