Fred,
Unfortunately I don't have the same board as you, but from the screenshots it seems that a GEL file ran to completion and CCS is automatically managing the target configuration. Also, the example project properly assigns code to valid memory addresses on the target (these details are discussed at this wiki page).
Therefore, the only detail I can think may be impacting your debugging experience is the fact the revision of your AM3359 ICE board may be different than the GEL file itself. In practice this translates to the fact the GEL file may not be properly configuring the external memory interface (where the failing 0x80000000 address is).
To check an updated AM3359 ICE GEL file, check the device support page below:
http://processors.wiki.ti.com/index.php/Device_support_files
The GEL files for the ice board are installed at ccsv5/ccs_base/emulation/boards/ice_am3359/gel/
Hope this helps,
Rafael