As a few fellows said, the problem is usually a faulty connection. Double check eeach one, and verify wheter the circuit is connected to an external power source or to the Pickit 3 source. Keep in mindo that Pickit 3 power source is limited, and if your circuit needs more power than it has, you`ll have to connect it to an external source. In that case, select "no power from pickit 3 (or so...)" from the mplab menu, and obviously, verify that pickit 3 is perfectly protected. After that, remember that pickit needs some software depending on the pic family that you´re programming, so, let it get that from internet, it does this automatically. And after all that, if you keep getting this error, start to thonk that you probably blowed up your pic. But double check all once again, just to be sure.
As an example, once I was becoming crazy with this error, and the problem was the way the pickit was connected to a test board. It uses a 6 wires RJ11, and the socket on the test board was loose, and made bad contact. So, you can find bad contacts almost in every part, so you must become paranoid..
Just kidding, but a nice check is allways good.
Regards,