Ok, I got the right software and I have it set up as follows:
Family: 32-bit MCUs (PIC32)
Device: PIC32MX795F512L
Tool: PICkit3 S.No: BUR132284452
Source: C:\User....\EtherDongle2.hex
I have the ETD plugged in to get power and the software can find the device, however I get a message "Connection Failed"
It seems I'm never going to get this thing programmed.