well i heard this often, i think it's more about an IC-PROG setting rather than else. Seems he just don't program your PIC. Just make sure MCLR voltage is 'round 13Volt while programming.
USB-to_serial adapter may work or not.
Maybe there's better software than other for the JDM... but i stick with the idea to suggest you the Microchip PICKIT 2.
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