HI DSPBoard,
The MATLAB sine wave generator will give you a quick way to design your system. However, to test it on the actual board, you need to use some sort of waveform generator to generate the sine wave and then feed that into the A2D port of your DSP port. The A2D should digitize your sine wave for you, and then you just need to save that into the 32MB compact flash.
If you look at the factory default program, it stores a digital version of sine wave in a look-up-table and then pass that through D2A and to A2D. (If I remember correctly). Therefore, I don't think it's quite applicable in your case.