My pic-programmer could not program "in circuit". Therefore I decided to make a new programmer. After some searching I found the galvawisp programmer on picbasic.nl. This programmer seemed perfect for my needs. Plus all the parts where easy to get.
The downside of this programmer is that it can't give power to the connected circuit. Then I made this small pcb with 2 15p SUB-D connectors. With this pcb it is possible to power the circuit and the programmer trough the icsp connection.
A 7805 supply: