I've never hard of any such thing?, I've never had my PICKit2 set the protection bit without been asked, nor refuse to erase a chip that has it set.
I would suggest it's FAR more likely he has the internal oscillator selected, with MCLR disabled (as all my tutorials do), and has it powered externally - as shown by his screen shot above.
This means the PIC is already running, and has disabled MCLR (as it's programming tells it to) so the PICKit2 is unable to set it to programming mode.
If he disconnects external power, and powers it from the PICKit2, he will probably be able to program it successfully.
Failing that, take the PIC out of circuit, and make a small programming adaptor you can plug it in to.