Use PICKit programmer ...... but if you need use ICD2 pay attention on connections because it is much confuse in documentation of ICD2. Microchip has a connection document more easy of understand in your homepage
The chips which come with internal oscillator required a simple trick to make them working first read them as blank chip note the calibration value of oscillator now load the program and you will see calibration value omit from the load memory
Now used option load calibration value in programmer and enter value which you noted during blank read write them in box just after 28, the attach picture self explanatory for all this procedure