Hi,
If all you want is a simple on/off, like a toggle switch or something, then you should wire it in series with Vdd. Always remember to put a decoupling capacitor from Vdd to Vss/GND on each of the Vdd pins, 100nF or something (it's not critical). The MCLR pin is the reset pin, when pulled low it will reset the PIC but it does not turn it off. If you want a "restart button" then pull MCLR high thru a resistor and put the switch between MCLR and Vss/GND.

EDIT: Ooops, apparently I'm not awake yet, you have it wired properly, just remember the decoupling caps.

/Henrik.