USB and RS232 are 2 totally different things. Most cheap USB to RS232 converters have driver to create a virtual COM port which will appear in your Device Manager. This works only with standard serial device such as mouse/modems and may not work properly with many custom hardware due to voltage differences (output voltage of such a converter is only 5V and nowhere within the specs of the original PC serial port, 12-15V). In particular, I have never gotten a JDM programmer to work with such a converter.
Back to your question, you will need a PIC with USB support (the PIC18F2455 already has) and the Microchip PIC USB stack. Then you will have to write a Windows driver to create a virtual COM port and program both your PIC and the driver to handle data exchanges. This sounds more trouble than what it's worth, just go and buy and cheap converter.
If you get all these working, I do not think you need any extra circuit. Just some basic wiring from USB port to the PIC, and from the PIC UART module will do.