dsPIC33 and Programmers
If the PICkit 2 is getting hot you must have a wiring error. You need to wire it up to the ICD 3 connector, J3, the connections are identical, or you can buy or make a plug-in adapter that allows it to be used with the ICD 3 connector. J3 includes MCLR which must be connected.

I have two ICD 3s and a PICkit 2. The former is a lot faster, and supports the latest devices.