Hi,
Agree with eblc, thats still a good chip to use - no problem there.
You do not say what the error message is - it would help .
Your connections are ok, but not complete.
Pickit2 pin 2 Vdd Target must be connected to Vcc pin20 + of the 16F886.
This Pickit Pin 2 senses if you are independantly supplying 5v to your 16F886, if it senses no +5v then the Pickit will supply the +5v on that same pin.
It give you a warning message to let you know what its doing.
You do not need any resistors to make things work, but do keep the wires connecting things as short a possible, ie not more than 6" long.
If this does not work, please come back with three pieces of infomation.
Are you programming direct from the Pickit2 or through MPLab.
Have you specified the type of chip / or does the Pickit automatically sense the chip, plus what errors are actually given ?
Richard