Download MPLAB 8.0, it should run fine with Vista 32bit. It includes a PIC simulator and is a zero cost way to play with PIC programming.
The Junebug is a PICkit 2 (an excellent little programmer made by Microchip) Compatible programmer / debugger. It's MPLAB and PICkit 2 software compatible.
The Quasar USB PIC programmer is simply a programmer, it relies on custom software to run (you hope they keep it up to date) it's also more expensive than either a genuine PICkit 2 or Junebug.
Junebug also has a 18F1320 Tutor, some LEDs, Pushbuttons, Trimpots, UART and connectors for your own projects. Of course it can be seperated from the programmer with a flick of the DIP switch.
The Debugger will allow you to single step or set breakpoints and view / modify variables & SFRs much like a simulator would but it's real. It's a poor mans ICE (In Circuit Emulator)
Take a look at the Junebug threads on this site, Futz is having fun with his Junebug kit.
I've sent one to Nigel, I don't know if he built it yet.
If you need a ZIF socket adapter you can add the Firefly-Z kit. (ZIF option) to the Junebug.