Upgrading from MPLAB ICD-2 to ICD-3 to move from PIC 18F87J10 to PIC 18F87K22

For my hobby I used to get boards for a particular device, and used to reprogram the microchip PIC 18F87J10 using MPLAB ICD-2 (I run it from my VM VirtualBox running Windows XP). Now the company from which I get the boards has replaced the microchip with PIC 18F87K22, which is not supported by ICD-2 but is by ICD-3. So I bought a used ICD-3 on eBay.

In the past I was running MPLAB v7.60, which was ICD-2 capable. But a friend found a zip from Microchip to install MPLAB v8.92. Now ICD-3 shows in the menu, but if I try to use it, a window pops up stating that it must download new firmware to work. A search on the Microchip website for ICD-3 firmware update, doesn't show anything newer.

Can anybody please point me in the right direction to complete the connection with the new ICD-3 device?

--- EDIT ---

As suggested in the comment by @jasonharper, after clicking OK for the firmware download, the following dialog appears

MPLAB ICD 3 detected
Connecting to MPLAB ICD 3...
Firmware Suite Version...... 01.26.81
Firmware type......................PIC32MX
Downloading AP...
AP download complete

But it seems hung up on connecting, and the green-dot bar showing that the connection is ongoing never stops cycling, as illustrated by the screenshot.

It seems that eventually everything worked as @jasonharper commented.

You shouldn't need to download anything - MPLAB should contain the firmware for all supported development tools already. It's just letting you know that it will have to install that firmware before it can use the tool.