I've same problems running PICMASTER with the PICMASTER CE!
In the MPLAB all the tests to the probe 16J passed.
I've selected XT oscillator (4MHz Crystal), internall 5V supply and
placed the J6 jumper to connect resistor pull-up on the !MCLR pin.

I made a small program for testing:

        LIST p=16C64,r=DEC
        EXPAND

        include "pic16c64.h"

        org ResetVector  ; defined in .h file
        goto Main

        org IntVector
        retfie

        org 0x30
Main:
        bsf rp0
        bcf porta,0
        bcf rp0
MaiLoop:
        bsf porta,0
        bcf porta,0
        goto MaiLoop
        END

I've compiled sucesseful the project and made a dowload to memory!

 I connected an oscilloscope to the socket pin 2 (used pin 12 as GND)
and ... nothing worked!

 Does anyone know the reason?

 Thanks in advance,
 Cabral