The chip CAN be programmed without any programmer ,eg. JDM etc, just the right serial to chip connections and IC-Prog right?
You need to make sure the voltage levels on all pins used for programming are within the specs.
This is actually all the JDM-programmer does.

AGAIN:

have you checked the levels on your COM-port yet?
have you read all specs?
Have you understood the concept of JDM?
are you sure your PIC is ok?
(you might have killed it with your experiments)

As long as you haven't understood what you are doing you will never get this working.

The time we all have spent on this thread is worth far more than the $9,95 a working programmer would have cost.

Why don't you just go and get one?