^ I believe I encountered that problem, at first.
I think w/e firmware is initially loaded on the programmer can be incompatible with the version of IPE/X you are using, for instance. So when it starts the family/device download, it fails to work.
If this is the same problem I had, you can fix it by selecting "manual firmware update" and finding the firmware suite file which comes with your version of X/IPE, which IIRC is in a folder called PK3. It is maybe in a compressed .JAR file. The name is something along this line, with 6 digit number as follows:
0x.xx.xx.jar
(it might have a prefix like "fw_", but the memory is hazy) Incidentally, this 6 digit number will pop up in the dialog window when you first connect your programmer as "firmware suite 0x.xx.xx," or something along those line. And I bet anything the number that pops up is lower than what is included in your version of X/IPE. I think early adopters probably didn't run into this problem. I waited a couple years before trying out X and PK3... and if you get an old stock PK3 and downloaded say a specific version of X, I think this is where you get this issue. Maybe the latest version of software fixes this hole in the update bridge. But I had to do this with my genuine and my clones.
You do not need the whole image or another programmer to burn it. It's just a matter of clicking on the right things. The only way to figure this out, though, is to skim the forum thread and find your particular problem(s). I never found any official documentation that would have helped me.