There is information on this in the PIC List archive.  I did a project
with the 16F876A and followed the advice given here (i.e., 10k pull
down on the pin):

http://www.piclist.com/techref/microchip/16f877/hvprog.htm

I never actually tested to see if it was an issue though.

A current project with the 16F88 leaves the pin unconnected with no
issues programming the device with a PICStart+ and soon to be
programming the device with an PM3.

Bradley
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