What do you mean? Did the ICD download your hex file, and the program didn't run as you expected, or would the ICD not download?
The difference is huge. If the ICD downloaded the hex, then I would follow the advice to check your oscillator fuse settings, and if you can, check with a scope that the oscillator is running. Perhaps a simple flash a led, just for debugging would be helpful. If both of these are a go, then your code isn't doing what you want.
On the other hand, if the ICD couldn't download the hex file, there is perhaps a problem with your target power supply. You should have a 1 to 10k pull-up resistor on the MCLR pin, and the power to your target should be very close to 5v.
More info would be helpful, to solve your problem. Please keep us posted.
Best wishes,
Robert