That ICD2 thingy is using a different type of connection than the ICSP header use with the pickit.
I am using the 14pin chip right now, and it's all I have. But the 14pin one can't do the hardware debugging, which is handled by the 20pin version, meant for use with the ICD2.
I need to get that header board, with a 20pin icd chip on it, so I can do debugging, and I'm hoping to be able to rig the connections to connect that header board to my pickit3, so I don't need to get the ICD2, which is still rather expensive.
Having learned a few new things today, I will switch later to an other pic that is pin compatible with the f688 and newer, with the debug stuff built-in (f1574), but I don't have that right now and I do have the f688 on hand, which I need to get code running on..