2SGX90N - Packet Filtering

Yes it's possible. The Ethernet packets out of the Triple Speed Ethernet come in an Avalon stream, and you can add you own IP in the stream to filter out packets in hardware.

You could also put a Nios CPU and do the filtering in software, but I doubt the CPU will be powerful enough for a GbE line (100Mbit/s could be ok with some optimisation).

But as Jake said, there aren't any TSE to PCIe design examples, so you will have to design that part yourself, and also write the driver for the host PC.