I am using MicroCodeSudio. It does not automatically launch IDE.
Finally, we're getting somewhere..... First of all MicroCodeStudio IS the IDE.

Select View->Compile and program options and make sure the correct path where PBP3 is installed is specified there. If not, click Find Automatically and let it search for it.

Then Click the Compile in the toolbar. (The IDE (MicroCodeStudio) will now launch the compiler (PBP3) which will compile the program and the launch the assembler which will assemble the compiled program into a .hex file. That file will be in the same folder as you saved your source file/program. It's that .hex file you should program into the PIC.

If you don't see the compile button click View->Toolbars and check and make sure that Compile and Program is enabled, the button should now appear.

/Henrik.

EDIT: I guess you've seen the install video that's on the MELABS site? If not, here it is.