Look at the error message, you need to specify the device to the linker! The project builds OK for me without any problems:
Debug build of project `C:\PIC\18F\18F24J11\Wireless Sensor\Tx.mcp’ started.
Language tool versions: mpasmwin.exe v5.44, mplink.exe v4.42, mcc18.exe v3.41, mplib.exe v4.42
Preprocessor symbol `__DEBUG’ is defined.
Fri Jun 22 09:58:18 2012
Clean: Deleting intermediary and output files.
Clean: Deleted file “C:\PIC\18F\18F24J11\Wireless Sensor\Tx.o”.
Clean: Deleted file “C:\PIC\18F\18F24J11\Wireless Sensor\Tx.cof”.
Clean: Deleted file “C:\PIC\18F\18F24J11\Wireless Sensor\Tx.hex”.
Clean: Deleted file “C:\PIC\18F\18F24J11\Wireless Sensor\Tx.mcs”.
Clean: Done.
Executing: “C:\Program Files (x86)\Microchip\mplabc18\v3.41\bin\mcc18.exe” -p=18F24J11 “Tx.c” -fo=“Tx.o” -D__DEBUG -Ou- -Ot- -Ob- -Op- -Or- -Od- -Opa-
Executing: “C:\Program Files (x86)\Microchip\mplabc18\v3.41\bin\mplink.exe” /p18F24J11 /l"C:\Program Files (x86)\Microchip\mplabc18\v3.40\lib" “Tx.o” /u_CRUNTIME /u_DEBUG /z__MPLAB_BUILD=1 /z__MPLAB_DEBUG=1 /o"Tx.cof" /M"Tx.map" /W
MPLINK 4.42, Linker
Device Database Version 1.7
Copyright (c) 1998-2011 Microchip Technology Inc.
Errors : 0
MP2HEX 4.42, COFF to HEX File Converter
Copyright (c) 1998-2011 Microchip Technology Inc.
Errors : 0
Loaded C:\PIC\18F\18F24J11\Wireless Sensor\Tx.cof.
Debug build of project `C:\PIC\18F\18F24J11\Wireless Sensor\Tx.mcp’ succeeded.
Language tool versions: mpasmwin.exe v5.44, mplink.exe v4.42, mcc18.exe v3.41, mplib.exe v4.42
Preprocessor symbol `__DEBUG’ is defined.
Fri Jun 22 09:58:25 2012
BUILD SUCCEEDED