I made the Stolz ICD2 a while back & used a USB-serial converter to connect to the PC - it was painfully slow. I can't remember, but it took something like 4-8 seconds for a single step & was not usable. Perhaps connecting to a real serial port will be more acceptable.
Also note that the comm ports aren't selected as you might expect in MPLAB (unless they've finally fixed it) - selecting the first item in the list open COM1, the second item opens COM2, etc. (so if your list is {COM1, COM2, COM7}, selecting com7 will attempt to open COM3 & consequently fail).
If you can afford a PICkit2, you will find it much much nicer to use.