Some USB ports, particularly those built-in to peripherals such as monitors don't always pass enough 5 volt current to the connected device which may explain part of the issue with having to power up the device with the PIC in it to get it to program. The PickIt unit may not be getting enough power from the USB port to pass it on to the the PIC. I've programmed my Aeon and other stuff but made sure I was plugged in to one of the USB ports on the CPU and was able to program all my PICs so far. Trying a different USB port is a good place to start.
Just my 2 cents.
Alan T