There is a little check box called ON listed below the text, VDD PIC Kit 2, it must be checked to power your demo board from the usb. Here is a sample that works on that board.
Code:
;@MyConfig =  
@MyConfig = _INTRC_OSC_NOCLKOUT & _WDT_OFF & _PWRTE_ON  
@MyConfig = MyConfig & _MCLRE_ON & _BOR_OFF 
@ __config  MyConfig 

DEFINE OSC 4
PortA = 0
PortB = 0
PortC = 0
TRISA = 1
TRISB = 0
TRISC = 0
i var byte
ANSEL = 0
ANSELH = 0
CM1CON0 = 0
CM2CON0 = 0
main:

portc = 0
pause 500

for i = 1 to 15; step -1


portC = i
i=i  << 1 
pause 250
next i
sound portB.6, [120,2,124,2,123,2,121,2]
sound portC.6, [120,2,124,2,123,2,121,2]
goto main
end