This is a typical problem with JDM type programmers; if you have disabled MCLR *and* are using internal oscillator, you would have issues.

Here's what was found on another thread:

Quote-

Some of the programmers that are available apply VDD all the time. The 675 requires VPP to be applied before VDD in order to enter programming mode. Problems manifest themselves when you use the internal clock and disable MCLR. In this state, applying power will cause the programmed code to run and prevent programming mode being entered. A simple solution to this problem is to disconnect VDD and connect a 1k resistor from VPP (MCLR) to VDD and a 5.1V zener from VDD (cathode) to ground, thus ensuring VPP is applied first. Be aware that this mod may stop you programming some other pics like the 16F88.

Mike.
Nigel, A Friend of mine recently had problems with your tutorial. The problem turned out to be as described above. He programmed tutorial 1.2 and although WinPic said it had failed to program it, the data in line was pulsing and the code was running while the chip was still in the programmer. This also happened with IC-PROG. The programmer was the one published by Silicon Chip magazine. The above mod fixed it.

-Unquote

A better solution, of course, would be to build a parallel port based programmer.

Regards,

Anand