Yes.
Search for Pickit2 or the newer Pickit3 programmer/debugger. Cost roughly ~MYR200 though I haven't been keeping myself updated. If they cost almost the same now, then Pickit3 is hands down the better choice.
Or if you've got more budget, then ICD3 is the next step. Should be >MYR1k in Malaysia.

There are also plenty of Pickit2 and ICD2 clones, but note that both are based on the older version "2", with limited future support.
My advise is don't get a cheap programmer that doesn't have debugging capability.