download the pickit2 user guide from the microchip website
the schematic is on the 11 page (attached the pic to this message)
you connect pin1 to VPP, 2 to VDD, 3 to GND, 4 to ICSPDAT or PGD (some uC's have ICSPDAT pin and some has PGD pin) and pin 5 to ICSPCLK or PGC pin.
you do not need "anything else", you do not need crystal, you do not need pullups etc etc ...
what you do need is decoupling capacitor between VDD and GND as near as possible to your micro controller. it will usually work without one (8 times out of 10 you will be able to program the chip) but just put one 33 - 100nF capacitor near the micro controller to get 10/10
hope this helps