you need Microchip ICD-2 (in-circuit-debugger), you can buy it or you can find some schematic and microcontroller software for it. for example in edaboard :-D, there is an icd-2 project.
use PICPgm which is free and supports a lot of different programmer hardware and a long list of PIC microcontrollers (including dsPIC30F devices).
You can get it here:
The PICkit2 from microchip is cheaper than ICD2/3 and is a very good programmer that can also program dsPIC microcontrollers.
Do you want to program the PIC in-circuit or separately? If you want to program it in-circuit, what is the working voltage of the PIC? If you want to build or use one of the simple in-circuit PIC programmers around, you have to keep in mind that they often can only program 5V circuits.