i.e, it should work when i switch ON , it should start functioning as per my firmware written .
You are describing a typical embedded '51 application
But if am using C for wrrting what should I do ...
Does the C compiler will take care of it ...
Yes
To be frank I donot know what is really the function of a boot loader program ...
The purpose of a bootloader is to get your code into the program memory (flash/EPROM/ROM) of your controller.

I have an app without serial and for that I have a little clip-on board with a MAX232 and a couple of capacitors which provide the interface between the PC and my board for programming.

Erik