Good catch Gompy. (I've added you to the credits for the next version BTW) I do too much cutting and pasting.
I've updated the webpage a bit. Hopefully it will make getting started a little easier.
I'm not sure about the hex file issue. It could be a format problem. MPLAB uses the Intel hex format, which includes config bits at the start and specifies the memory addresses for the values. It could be a problem with certain programmers expecting a different format. Maybe it wants some sort of binary or ELF format hex file.
I do know that it work well through MPLAB with a PicKit2 style programmer. There are cheap clones of this that can be had for $10-20.
I use one of these programmers...
I bought the iCP02 on ebay for $10-12, then ended up also getting the iCP07 board to go with it for around $7.
Here are the links to what I have...
You really don't need the 3.3v option so you can save a few bucks there. You might also save a little by getting the package that includes the socket instead of getting themseparately, and if you bid on ebay you can also save a few bucks that way. The iCP07 board just worked out well for me since I can power and program it from the USBwhile connected to the timer board.
What I did was take out the processor socket on John's timer board and put in another one that had really long pins. I connect those pins to the iCP07 board (not all of them, just the needed ones!). That way I can program and power the iCP07 while connected to the timer board. I just have to pull the CDI power each time I want to reprogram otherwise it gives me an error.
In any case, I suggest investing in a programmer. It should only set you back around $15-25 depending on your options and if you want to snag one by bidding on ebay. It supports pretty much every PIC processor out there and works through MPLAB.