I am not sure what LK was trying to recommend with sbau077.pdf, but the document you want is sbaa079.pdf. This talks about using the breakpoint hardware and the Boot ROM routines. It also correctly indicates how you need to have your interrupt vector setup if you are going to load your program at 0000.
http://www-s.ti.com/sc/psheets/sbaa079/sbaa079.pdf

Another document that you might find useful would be sbaa085.pdf

If you have any more questions I would be glad to provide some further assistance.

Regards,
Russell Anderson
Texas Instruments
anderson_russ@ti.com