I have a PICkit2 clone and DT explanation works if followed to the letter, the only thing I changed was the cmd line to one suggested in another post: -PPIC$target-device$ -F$hex-filename$ -E -M -Y -Y -h9, then the dos cmd box will open with erasing device followed by three msg's and waiting 9 sec before closing allowing user time to view error's if any.

Note:if dos cmd box closes quickly then you have made a mistake during installation or the choosen device in Microcode Studio
selection box is incorrect(example 16F877A when should be 16F877)