I made a simple board with a SAM3U4C on it, but I found out that it couldn't communicate with the Keil IDE at all. So the JLink could detect the target device, as shown below:

SEGGER J-Link Commander V4.20p ('?' for help)
Compiled Nov 19 2010 15:55:19
DLL version V4.20p, compiled Nov 19 2010 15:55:07
Firmware: J-Link ARM V8 compiled Jan 31 2011 18:34:52
Hardware: V8.00
S/N: 28005784
OEM: SAM-ICE
Feature(s): RDI
VTarget = 3.287V
Info: TotalIRLen = 4, IRPrint = 0x01
Info: Found Cortex-M3 r2p0, Little endian.
Info: TPIU fitted.
Info: FPUnit: 6 code (BP) slots and 2 literal slots
Found 1 JTAG device, Total IRLen = 4:
#0 Id: 0x4BA00477, IRLen: 04, IRPrint: 0x1, CoreSight JTAG-DP (ARM)
Cortex-M3 identified.
JTAG speed: 100 kHz

But when I was trying to burn the code into the flash (not even debugging), I received the following error message in Keil:

JLink info:
------------
DLL: V4.20p, compiled Nov 19 2010 15:55:07
Firmware: J-Link ARM V8 compiled Jan 31 2011 18:34:52
Hardware: V8.00
S/N : 28005784
OEM : SAM-ICE
Feature(s) : RDI

* JLink Info: TotalIRLen = 4, IRPrint = 0x01
* JLink Info: Found Cortex-M3 r2p0, Little endian.
* JLink Info: TPIU fitted.
* JLink Info: FPUnit: 6 code (BP) slots and 2 literal slots
ROMTableAddr = 0xE00FF003

Target info:
------------
Device: AT91SAM3U4C
VTarget = 3.287V
State of Pins:
TCK: 1, TDI: 0, TDO: 1, TMS: 0, TRES: 1, TRST: 1
Hardware-Breakpoints: 6
Software-Breakpoints: 2048
Watchpoints: 4
JTAG speed: 9600 kHz

***JLink Error: Can not read register 15 (R15) while CPU is running
**JLink Warning: CPU could not be halted
***JLink Error: Could not read memory location 0x20000000 when trying to clear soft RAM BP
Could not start CPU core. (ErrorCode: -1)
***JLink Error: Can not read register 20 (CFBP) while CPU is running
**JLink Warning: CPU could not be halted
***JLink Error: Could not start CPU core. (ErrorCode: -1)
***JLink Error: CPU is not halted
***JLink Error: Can not read register 15 (R15) while CPU is running
**JLink Warning: CPU could not be halted
***JLink Error: Could not read memory location 0x20000000 when trying to clear soft RAM BP
Could not start CPU core. (ErrorCode: -1)
Erase Failed!
***JLink Error: Could not read memory location 0x20000000 when trying to clear soft RAM BP

I checked the JTAG connections and they looks alright. Any suggestions on where should I look into? BTW, is it critical to have the external crystal oscillator running before you could burn code into the SAM3U4C?

Thanks in advance for your inputs.