Changing control values for PIC remotely?
There are basically four ways to get nonvolatile storage in a modern micro. 


Internal EEPROM:  Many (not all) micros have EEPROM on-chip. It's
good for perhaps 100,000 operations (sometimes more) before it wears
out and takes some milliseconds to write (but is fast to read).
Flash memory: (EEPROM emulation). Some micros allow you to write a
portion of the flash during normal operation. This can be an
alternative if EEPROM is not provided. FRAM based micros have
nonvolatile memory that has fewer limitations than flash, but
they're not very common. 
External SEEPROM: Inexpensive and small serial EEPROMs are
widely available. They typically use I2C, SPI or Microwire interface. A
good alternative if the micro does not have EEPROM or you need more
storage capacity. 
Battery or supercapacitor backup: Simply store the information in
RAM and put the micro in a very low power state when it is not
active. Batteries (even rechargables) eventually wear out.


Edit: See the datasheet here: 



and here: 



You can find many code examples on line for using the data EEPROM.