If you blew a PIC up, then you wired something seriously wrongly - PIC's are very hardy devices, and you shouldn't be able to damage one from a correctly connected PK3.
As for voltages, there are various different ones, and the PK3/4 will select the correct one - however, I don't think it's normally very critical, and most non-Microchip programmers usually apply 13V for all devices. The high voltage isn't used for programming, it's used to switch the chip internally to programming mode without wasting another I/O pin (as LVP does).
I stopped all development on WinPicProg years ago now, the vast array of new PIC's appearing meant it was difficult to keep up with them, and the PK2 was a better all round alternative - not to mention the lack of parallel ports on any remotely new PC.