The unit arrived this week. As promised it was delivered with USB cable and ICSP ("In Circuit Serial Programming") flatcable.
I connected the programmer to a free USB port on the PC and installed drivers and the small Microburn program. After trying some COM settings, it appeared I had to use COM "3".
Up till now, I have been able to succesfully program three different PICs: a 16F628A, 12F675 and 16F877.