Look you didnt understood,To program PIC16F84A you need a high voltage on MCLR pin which should be greater than 12VDC and Less then 14VDC (as per datasheet),now in case of JDM based programmer where this voltage comes from? it comes from the serial port of your computer ,but here is the problem not every computer is able to provide this much voltage so it will not work.
If you dont have parrallel port then make a serial port programmer with external power supply. http://www.oshonsoft.com/picprogserial.html
Or you could search google "external powered PIC serial port programmer"
Hope this helps.