it's not a PBP problem.. it's working here on an EasyPIC 4 board.

Is this a EPIC problem.. maybe, i don't have it. And yup the Cap while programming should help. And yup always plae one close to your PIC and, at least, close to all other IC. I always place a 10uF tantalum close to the PIC too.

Which capacitor value did you use around your crystal?