PWM not working correctly - pls help.

Hi,

capacitators are not in my scheme. Even if I connect one LED diode with resistor to Arduino and set analogWrite(3, 1);, LED start glow high (cca 50% of max). I tryed this:

cyc:
digitalWrite(3, TRUE);
delaymicroseconds(1);
digitalWrite(3, false);
delay(20);
goto cyc;

LED glow just a little (cca 5% of max). But it is hard to control fade in and out with this way. I read something about 10kHz PWM etc. Is it possible to "slow" PWM? Or have someone another tip?

Thank you.