Then pop the value of PC stored in the stack
and:
a)Jump to your desired location
b)Push in stack the desired location and RETI
It is the same code of the famous routine "print string":

;;--------------------------------------
;	RETI as you want
;---------------------------------------
RETIAYW:	pop	dph		; Takes the PC
		pop	dpl
		mov	dptr,#'desired location'
		push	dph
		push	dpl
		reti

I'm using an interrupt as watchdog, and I'd need to change the return address to another place in the code when it exits.
How do you use an interrupt as a watchdog, with an external device?
When it exits from where?