I've tried various USB to RS232 adapters and not all work with ICD2 clones. What does work (flawlessly) is the ionetworks edgeport, what does't well many others.
Are there any reccomendations to which USB to RS232 adapters you find work well with all the handshaking?
MPLAB ICD2 is very fussy on the serial timing (you have to turn off the FIFO buffers)
You could get an Olimex ICD2 clone from Sparkfun for $99. That one has a serial port that it actually uses for communication (many others only use USB for power and only have a serial port for data). It also has a serial port if you don't have USB.