I also used MPLAB 7.42 and PicStart 4.40.01 to make i work.

But forget the ZIFF socket and place it on a board normally, load the PGM pin to gnd (via 1-10K resistor) and use ICSP... it will work.

i had this reply from Microchip... but as it wasn't the solution i decided to not post it before.
Quote Originally Posted by Microchip ticket answer... kindOf
Thank you for contacting microchip's technical support.

We suggest to make sure the following points to program the PIC18F2431 with picstart plus programmer:

PIC18F8F2431which have power supply (Vdd and AVdd) and ground (Vss and AVss), all pins must be used in order to program.

Devices require that a 0.1uF bypass capacitor be placed from the VDD pin to the VSS pin of the device to successfully program the device.
If programming failures still arise, try increasing this value incrementally to a maximum of 10uF. A low ESR capacitor such as a tantalum

Looking forward to your response.
Woooohoooo! it's just weird that i didn't get the same answer as Keith.

Anyways, ICSP work a treat.