Yes, you have to be careful because you have to set the pickit interface jumpers differently depending on what the part# of the PIC is that your trying to program. Like you said, the Dongle uses a "L" and the SSC and SS Hub use a "W" jumper setting ... and there are a lot of jumpers to set or unset.
Thats kind of a missing in some of the online wiki info and manuals, which perhaps could list the pickit2 and pickit3 jumper settings (maybe near the checksums?), but perhaps would become confusing since some might also use 3rd party clone PIC programmers which might have different jumper settings as well. Overall the Wiki is fantastic, don't get me wrong.
I usually go to the ebay page for j1sys pickit2 (or pickit3) ... and then text search on the specific PIC and it'll show the correct jumper settings for that PIC. You can also find on the pickit home page somewhere, but its a bit more of a search. Here is the page I normally search for the pickit2 settings:
You are not allowed to view links.
Register or
LoginAlso, there are updated files you can download for the latest PIC(s) from the pickit2 or pickit3 website ... and looks like that happened automatically for you.