I set the Oscillator to either INTOSC IO or INTOSC Clockout in the Config window, and press Program
Config window???

I seem to remember others having trouble like this and I think part have the solution was to shut that "window" stuff off. I do not have the programmer you have so...

You need to (how ever you can)set things up so ALL of the code and configs are in files. Either change the *.inc when needed or comment out the appropriate lines and set the configs in code. Relying on software to set things up in my opinion is just plane stupid. What happens when you go with another programmer that does not have that option?