Hi,
It could be many things causing your problems, bad connections or soldered joints to start with.
However I had similar wierd problems with one of those programmers, some of them can be traced to using a too low voltage psu, at least 15v is recommeded by some folk.
Also your parallel cable, should be a good quality screened lead and as short as possible.
Similarly the wires on your programmer board must be short and soldered - not long leads on a breadboard.
Although I could often program up small programs, if I had a large one for some reason it would fail to work, until I had tried doing it for 6 times - it would do this regularly - why ?? - thats just typical of these types of circuits.
Best plan - try and program up a Pic18F2550 chip, then you can build yourself a great Pickit2 Lite programmer as shown elsewhere on this forum.