Programming Pic with pickit2

Simple question. I am doing Nigel's tutorials using a breadboard. The chip I am using is a 16f628A. Can I leave the pickit2 connected while actually running the program, or will this damage either the pickit2 or the chip. So far I have been removing and replacing the pickit2 every time I change the coding, but this becomes a pain after a while. Thanks in advance for any info I may receive.

I never remove the wires of my programmer. It still works. It will only be a problem if you want to use RB6, RB7 and MCLR.

I use my pickit2 to power the breadboard/circuit (as long as the current draw does not exceed the max specs), it's fast and I don't have to disconnect the programmer.