Start hyperterminal or any other terminal program. Set up com port, baud rate etc.
Send an uppercase "U". If it echoes back, the ISP is working, and your com port is working.
Did you try another device on your com port to verify that the port is working?
Is PSEN low when it is in programming mode? How is PSEN being controlled? Is it through com port, or manually switched? What about reset?
ALWAYS post your ISP circuit so people can help you troubleshoot.
I found that the ISP is very troublesome unless I used an 11.0592 MHz clock. (that is, it will program at most speeds, usually 57 600 baud).
If you figure it out, please post results so others can benefit.
Good Luck