Hi,
A PIC programmer is faster when you use the parallel port or a USB port instead of the serial por.
I use the 2 kinds of PIC programmers(Serial and Parallel), and I prefer Parallel.
Here, u can get the schematic and PCB for the programmer, it support 12, 16, 18 and DSPIC series. http://www.coolcircuit.com/project/picprog/
Here thera is another PIC PROGRAMMER: **broken link removed**
In software, the best choice is to use EPICWIN o WINPIC800, because they are faster than others. But I prefer WINPIC800(Is the fastest).
The hardware and software mencionated support PIC16F84A.
www.dontronics.com is brend in world of microcontrollers. So I believe they never be publish something which is not good.
So, try to make more effort to find mistake in your circuit. This programmer is good covered I think.
Any programmer project will not work if you enable to find mistakes.