The JDM is a serial port only programmer - serial ports use 25 pin sockets as well, just the opposite sex to parallel ports. Later PC's moved the serial port to a smaller socket, but often kept a 25 pin legacy socket as well.
The JDM might be 'popular', but it's also the most unreliable PIC programmer there's ever been - is was a very clever experiment to create a minimum parts count programmer, but relies on the serial port exceeding the RS232 standard.
The reason my software, WinPicProg, doesn't support serial port programmers is that I didn't consider the JDM reliable enough for me to offer support for it.