The -h2 parameter causes it to pause for 2 seconds before closing the window.
But since you didn't do the "Programmer Filename" step, I assume you didn't do the parameters either.

What I showed above was a series of steps that must be completed for it to work. ALL steps must be completed exactly as shown. Miss one, it won't work.

I have configured my IDE to place my compiled code in the PICkit2 folder.
Not sure how you did that. As far as I know, that's not an option in Microcode Studio.
You can set the default folder that comes up for a File|Save, but if you're saving everything in your PICkit2 folder, that's just plain silly.