Andy,
Are you sure that you're actually ARE reprogramming the chip? It doesn't sound like you are to me.
Of course you MUST recompile the program and of course you MUST reprogram the chip - how else would it work? When you recompile the .hex file on disc will be replaces with the newly compiled (no need to delete it) but the one in the chip will of course only be replaced when you reprogram the chip. The above is how PBP and MicroCodeStudio does it. If you're actually working with the MikroE examples and their compiler then I don't know and you'll be better off asking the question on the MikroE forum.

Normally the programmer automatically erases the chip before programming but I'm sure there are settings for that in the programmer software.
If you load a .hex file into your programmer software you can use the VERIFY function in the software to compare that .hex file to the one currently in the chip. If they are not the same then you haven't reprogrammed the chip properly.

Robert,
Come on, give the guy a break will you, he's new at this and apparently struggling quite a bit (more than anyone in a long time for some reason).

/Henrik.