No disrespect, but I doubt very much that Paul Morphy is the author of these "rules." Certainly, he played 1 e4, logged a great many gambits, and often enough slammed his bishop into f7. But really, "beware of endgame"? It's true that there are few Morphy endgames on record, but this is largely because we have so few of his games, and so many of those are against amateurs. And as far as sacrificing a piece to "prevent opponent castle," I'd like to see an example of this where the sac didn't have some broader attacking purpose.
Better, much better than scouring the web searching for "rules" would be to spend some time walking through Morphy's games. I think you might be surprised.
After much search on the net, and weeks of unsuccessful Googling, someone was finally kind enough to post Morphy's Rules of Engagement on chessgames.com. Thanks HailM0rphy!
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Some of Morphys most brilliant (and educational) wins :) ---Morphy rules of engagement---
1 All pieces must be involved in an attack!
2 White bishop must be ready to eat the f7 square!
3 Play nothing but 1 E4/ 1 E5 and gambits!
4 Danger - Beware of endgame!
5 Protect your king! ..While at the same time preventing opponent castle! A piece sacrifice is worth this!
And most importantly... Il plantera la banniere de Castille sur le murs de Madrid, au cri de Ville gangnee, et le petit roi s'en ira tout penaud!" In English, "He will plant the banner of the Castille on the walls of Madrid, screaming : The city is conquered and the little king will have to go!"