if internal code is used connect the pin to Vcc, if not, connect it to ground (use a cliplead, just to see). With a 3k3 resistor, you can leave the rest in. Are you sure the 3k3 goes to !PSEN ?

Yes, i'm sure.

how do you load your code into the chip ?

Via a program created by the company i work for, it uses the serial bus of the processor.
The programming seems to work. after programming a "V" is returned (which indicates success)