Actually I've done a lot of programming in both assembly and C,but only theoretically. So when I connected the board and burned a simple program, I was quite surprised to see my see the LED blinking continually. And yes, the same issue arises when I program in Assembly.

Thanks for the link.That solves a lot of my doubts.

1)I now understand that the program goes into an automatic endless loop after my main function ends.Am I correct?

2)The tutorial does say how to break the endless loop in the "hello world " program:
"Stop Running HELLO with the Halt command from the Debug menu or the toolbar. You may also type ESC in the Command page of the Output window."

3) But in hardware, what do I do?
Do I insert a breakpoint in the program. If so, do I insert a breakpoint at main()?

4) Also, If I'm writing a more complicated code,say calling a delay function for making my LED's blink , in that case how do I stop my program after one loop?