The 6 pin socket on my Explorer16 is marked "PICKIT2" with pin 1 at the top.
To program using PK2 I have to connect pin 1 at the bottom. i.e. the label on MY board is wrong.
I do not know if your board has the same problem, but you might want to flip your PK3 180 degrees with pin 1 at the bottom.
DISCLAIMER: I have connected PK2 back-to-front many times without causing damage, but that said, if reversing your PK3 blows up your PK3 or your Explorer16, I will not be compensating you in any way. Do so at your own risk.
If you are feeling cautious, raise a ticket with Microchip, who can give professional advice.