Tom,
Should work with the 3.3 V option. Strange. If you want to send one of your PICs my way, I can check it out for you with a setup I know works. Just PM me. Also, just to be sure, double check that you have jumpered all the 'W' jumpers (I am sure you have, but should be easy to double check.)
Also, make certain you have the HEX file for the thing you are trying to program. I am sure you know, they are all available via the Wiki page.
Sounds like you are doing all the correct things.
Kurt