Let me guess: You live in India and can't mail-order anything.
This forum gets this question constantly.
Try to get a Microchip
PICkit 2. Here's a
better picture.
You could also get a PICkit 2 clone like the excellent Blueroom Electronics . They ship worldwide.
You could build a Junebug (or just the programmer section) from the schematic in the , but you would need to get the PIC 18F2550 programmed somehow. It's a chicken & egg problem - you need a PIC programmer (just one time) to make your PIC programmer work.