Looks really like a bad power-supply or a bad grounding. Check your supply voltage with a scope turned to AC and high gain to measure the ripple of the supply voltage. Check the capacitor between Vcc and GND for proper value.
If you look at the Miniprog1 PCB looks like a sizable C connected to
Vdd at the interface pin. So you are seeing additional C when it is
attached to your header.
If you have a DSO you can see what spectral components are present
and tackle source problems appropriately. Eg, is it 50/60 Hz or a ripple
produced by some switching element. Then filter appropriately.
Thanks to both. I thought so too. The problems is that I don't have the PCB here, and the tests is being made by another person that doesn't understand much about electronics so I will try to use a better cap for next revision, anyway at the end it will work with batteries so no worries :)