Device for recording pic
For this programmer, I believe you have to use RS232 serial.  If you don't have a serial port on your computer, then you would have to get a USB to serial cable and use that.  Or you can emulate a USB to serial cable with a USB to serial chip and an RS232 transceiver chip.  

Generally, these sorts of components can be purchased from electronics vendors like Digikey, Mouser, Sparkfun, etc.  

If you're going to have to use USB, why don't you try to find a circuit that uses a USB port instead of a serial port?  

Here are a few that I found offhand:

http://picpgm.picprojects.net/hardware.html#USB_PROGRAMMER

http://usbpicprog.org/

These days, I would recommend buying a cheap programmer as your first programmer so you have a 'known good' solution for getting code onto chips.  It's incredible how cheap they can be, too:

http://www.ebay.com/itm/310653023706