okay, well obviously there's something very wrong with your circuit, the PIC should never be getting hot... are any IO pins shorted to power or ground? are you using series resistors with the LEDs? did you connect power and ground correctly? (Vdd to power, Vss to ground) are you powering it within its rated voltage range? (6.5 volts max)
from the sounds of it, you may have already killed the PIC, in which case it's not surprising that it isn't programming properly.
I have exactly that same programmer, and it's never given me trouble. are you sure you're putting the PIC in the right spot in the socket? (making sure to notice that the socket is oriented in a specific direction in the picture...
try programming the PIC, and then reading it back with the programming software. does it come back with what looks like code there, or does it just come back all the same value? (00 or FF) try editing the fuses with the software, and disabling read protection on the data EEPROM, if it is enabled. I can't remember if this one does it, but my old programmer and software would give a verify error when EEPROM read protect was enabled, because it would try to write 0x00 to all EEPROM locations, but when it would read it back it would see 0xFF since the PIC wouldn't let it actually read the EEPROM... judging by the error message you're seeing that seems like it could be it.
you need to solve those problems before you even begin to care about what code you are putting into it.