Hi andyf,
here's a few tips
http://microengineeringlabs.com/support/icsp.htm
so now look in datasheet for VSS,MCLR, PGD,PGD. connect it to the according pins on your programmer. and that's is. Once it's programmed, remove at least only MCLR pin or the whole ICSP adapter, if you have it, to make your apps work .
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