it might have been waiting for UAC approval, and somehow didn't show up.
Didn't want any problems so I waited to upgrade to windows 8.
I think I ended up taking this as you now have win8.
if you still have vista or xp, skip the step 5 and go to
START->Programs->Microchip->Pickit3
if you have win7 then go to
Windows Logo-->Programs->Microchip->Pickit3