PIC24F - Downloading Programming Executive...FAILED!

I've been playing with PIC micros for a while... 8-bit 16F628A's mainly.  But recently I found myself with a PIC24FJ64GB002 and an idea... so I started by throwing it at my PICKIT2 programmer... and got the following message:

This lead me to poke around on the net a bit - and I discovered that unlike the little 8-bit micro's, the newer 16-bit and 32-bit chips require full power before hooking them up to the programmer - in my case I have a 3.3V regulator supplied from a USB socket on the board my 24F is on... plugging the USB cable in solved the problem.