ICSP problems

Hi,
I've been using a PIC-PG2C serial programmer along with a WinPic software. All works well when using the programmer's socket. Yesterday I tried to use the In Circuit Serial Programming which my programmer supports. However there seem to be some problems. I'm programming a simple test program (flashing led) and only about half of the time it works (programs the chip).

One question, when the chip is being programmed using ICSP does the main circuit's power has to be ON? I've switched it OFF when I'm programming it.

Oh, yeah in both cases (works and doesn't) the WinPic software says that the programming failed.

Appreciate your help,
Tomexx