If you are installing from the blue disc, you shouldn't have any problems.
But remember to right-click the install program and "Run As Administrator".
If you are installing from an older Black and White disc, there are a few extra steps to follow.
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Re: PIC16F1454 Connecting To USB Doesn't Work
I just hit a sweet deal. At that price, I cleaned out everything they had on hand:
Demon Today, 01:129860
These go for $3.91 / 100 at Digikey.