I too could never make USB to serial converters work so I too got the PicKit2 from Uchip for ~ 35 bucks. The best money spent i have used it on desktops, laptops everything and never had a failure yet.

I even modified some old Olimex adapters to work with the Pickit2 and it also works great.

save yourself the heartache and get a Pickit 2 which also comes with a dev/eval PWB and working Pic.