Doesn't work... Anyway, it's a 25LC, that, in fact, according to the PICkit2 readme shouldn't even need a pull-up:
Connections for 25LC devices
---------------------------------------
PICkit 2 Pin 25LC Device Pin (DIP)
(1) VPP 1 nCS
(2) Vdd 8 Vcc
(3) GND 4 Vss
(4) PGD 2 SO
(5) PGC 6 SCK
(6) AUX 5 SI
7 nHOLD - disabled (Vdd)
3 nWP - disabled (Vdd)
I've done the equivalence of SI being the same as SDA (as that was the same pin in the 24LC series), just in case it was needed and was a readme mistake.
I'm not too sure of the meaning of
7 nHOLD - disabled (Vdd)
3 nWP - disabled (Vdd)
Anyway I think I have tested all the posibilities that could mean, I mean, either not having it wired to anything or both wired to Vdd from Pickit2 (and in this last case it isn't able of even programming an all 0's EEPROM). But maybe it's something I'm still missing something about this.
Thanks for your help.
Edit: Seems to be some type of issue with the AUX signal, as I can do the same (programming all 0's) without it, the wire is approximately the same lenght as the others that work to program a PIC, and it seems to be working right as it's almost giving the same voltage at the pin 5 of the EEPROM than in the ICSP connector.
Does it maybe need some type of special configuration?