Problem proramming PIC 16F886 with PICKIT2?

[Jerson]

Just in case you suspect the Pickit2 is out of whack, there is an option in the pk2 user interface(my version is 2.61.00). Tools->"Download Pickit2 OS". Try this if you're out of options.

[jellis00]

I just downloaded & installed Application version 2.61.00 and Device File Version 1.62.14. After doing this I tried to used the PICKIT2 and I get a continuous message of "No Device detected" in a yellow window on the PICKIT2 application GUI.
I also tried your suggestion to use the Tools->"Download Pickit2 OS" feature in the GUI, but it doesn't work on my PICKIT2 application software. The menu does list it but when I click on it, it doesn't go to the internet to look for an update, it just opens Explorer window to look for the file locally in my computer. This doesn't help since the OS update file isn't in my local computer yet.
What I need to know is how to find the latest OS version for PICKIT2 on the web and how to download and install it in my PICKIT2. Can anyone advise me or point me to a tutorial.