Come on, Charles, you can't blame Keil for that!

The limitations of the free Evaluation version are clearly & explicitly stated here:
http://www.keil.com/demo/limits.htm
The 6th bullet point for the C51 tools:
"Programs start at offset 0x0800. Programs generated with the evaluation software may not be programmed into single-chip devices with less than 2K Bytes of on-chip ROM." (my emphasis)

Anyone who chooses to ignore this (or doesn't even bother to read it), and then wonders why it won't work in 2K-ROM cip, brings the trouble on their own head and has only themselves to blame!