This is from when I asked MicrChip about a similar problem .
Customer Update 3/10/2007 8:01

I think I fixed the problem. Placed the 18F4320 in a breadbord and jumped from MCLR, RB6, RB7, and VSS. Powered the chip with an external power supply with a 4.7uf across VDD and VSS.

Working 100% of the time now.


Customer Update 3/9/2007 13:37

9 out 14 chips are programming approx 75% of the time with a 4.7uf. It is getting better.

Thank you for your help.

Support Response 3/9/2007 12:03

To program the 18f4320 on the PS+ may require the placement of a 0.1uF bypass capacitor from the VDD pin to the VSS pin of the device to successfully program the device. If programming failures still arise, try increasing this value incrementally to a maximum of 10uF. A low ESR capacitor such as a tantalum is recommended.