One of the most confusing things I found with the Pickit 3 was the software. I feel like Microchip does a horrible job posting the stand alone programmer for the Pickit 3. Microchip doesn't even list it, but they do for the Pickit 2. Added to confusion, there's two different versions of the stand alone programmer, one that supports the newer pics and one that doesn't. Forgive me if I mispeak, because this is all off the top of my head, but I believe it's the older version that supports the newer chips, but you have to install the new device file in order to do so.
Use the second link posted by Keith (You are not allowed to view links.
Register or
Login) to download the stand alone programmer and updated device file. Perhaps someone else can clarify if it's the v1 or v3 beta he should download. I can't recall and I'm not at home to check. Forget MPLAB for programming your SSC and etherdongle. If you're going write your own embedded software, that's another story and you'll need MPLAB then. For some reason, the .hex files only work with the stand alone programmer and not the programming feature in MPLAB.