Hi Ed,
I suspect you mean the MicroCodeStudio ICD?
Do you have the MAX232 circuit as per the description, do you have the correct chip selected in the drop down list and have you programmed the chip with the .hex file compiled FOR ICD operation (by clicking the ICD compile button, not the normal Compile button)?

Are you bootloading the PIC? If so, and if THAT works, then the MAX232 circuit and hardware is verified to be OK.

/Henrik.