I just received the Enhanced JDM programmer, and I can not find anywhere what the 5-pin connector(near the green LED) is for. I just hope it is for in-circuit programming, but I would like to know how to do that. Any help for this new user is welcome I will be using PIC 16F876A and PIC 16F877A soon, maybe others later.
Yes. That is the ICSP(In-Circuit-Serial-Programming) header. Check the datasheet of your chip and connect those pins to your PICs vir jumper wire or ICSP cable.