Grab a real PicKit 2 or PicKit 3 from Microchip. USB is fast and they also do stepped debugging which is invaluable. I just crushed my PK2 with my chair and looked for a replacement. I wasn't able to find one so I went with the PK3 despite the issues folks report having. It gave me a bit of trouble when I first used it but I was able to work around it. According to the support guy at Microchip, I wouldn't have had the issue I had if I used MPLAB X -- only MPLAB 8.
Definitely get the real deal Microchip branded product. The PK3 is only $50. Between my own programming errors, bugs in Microchip's products, and all the other challenges, it's just nice to know that whatever issue I'm dealing with *isn't* because I'm using some cheap knockoff clone. There are just so many things that can go wrong. You don't want to spend your time troubleshooting an issue for hours all the while wondering if it's because of the clone programmer. Not that MC is perfect. They are famous for bugs. They are, however, documented for the most part.
As an aside, if you are ordering from the US, Microchip Direct has incredibly fast and affordable shipping. Sparkfun also stocks the PK3.
-Jeff