One solution is to take the MCLR pin to ground before taking it high, but neither ICProg nor the P16PRO40 are designed to do this. I have seen some clever hardware mods using a small capacitor, transistor, and couple of resistors, that pull the MCLR pin low very briefly as the Vpp line goes high. Basically an NPN transistor from MCLR to ground, with the base connected to the Vpp line via the small capacitor - this pulses the MCLR line low as Vpp goes high. You also need a current limiting resistor from Vpp to MCLR so it doesn't short out Vpp.