PIC programmer (or microcontroller programmer) is a tool used to write program we developed into internal flash memory of PIC microcontroller. Internal flash memory is rewritable memory, but it preserves its contents even without power supply. Internal flash memory is like pen drive we use to carry data. This process is also known as burning or flashing chip.
There are commercial programmers available for this purpose which costs few hundred dollars, but we can build programmer for about 10USD or buy already build cheap hobby programmer for around 25USD from ebay.
For start JDM programmer is very good choice. Following is the schematic of original programmer from (http://www.jdm.homepage.dk/newpics.htm). However this schematic shows 25 pin RS232 port connections and 18 pin PIC microcontroller (Like PIC 16F84A) pin connections.
Following schematic is for JDM programmer using 40,28 or 18 PIN PICs using 9PIN RS232 port.
When building this programmer try to keep RS232C (Serial port) cable short as much as possible. Under 1ft is recommended.
If your computer do not have serial port (most modern computers does not comes with serial port) you can use USB to Serial converter cable, which is available in ebay for less than 5 USD.