Is there a program that can convert c code into assembly language?
Yes, it called a Compiler.
Alternatively can anyone tell me how to load a c program onto the PIC?
You can't directly. The C code must be Compiled into Machine Language (hex code) to be loaded into a PIC (or any other processor for that matter). There are several steps in going from C code to Machine Language that usaully includes Assember at some point.
The same happens when you write Assembler code. The Assembler converts what you write into Machine Language. It is this 'hex' file that the programmer loads into the processor.
In MPLAB open View the Program Memory after building a project. This is the Machine Language code that is loaded into the processor and is described in the data sheet under instruction set.
Microchip has C compilers available. The limited versions are free and can be downloaded from their web site.