Auto-Negotiation FAILED with TSEMAC and PHY Marvell 88E1111

I'm trying to check single socket example in a Cyclone III EP3c40.

nios2-terminal: connected to hardware target using JTAG UART on cable
nios2-terminal: "USB-Blaster ", device 1, instance 0
nios2-terminal: (Use the IDE stop button or Ctrl-C to terminate)
=============== Software License Reminder ================
This software project uses an unlicensed version of the NicheStack TCP/IP
Network Stack - Nios II Edition. If you want to ship resulting object
code in your product, you must purchase a license for this software from
Altera. For information go to: "http://www.altera.com/nichestack"
=====================================================
InterNiche Portable TCP/IP, v3.1 
Copyright 1996-2007 by InterNiche Technologies. All rights reserved. 
prep_tse_mac 0
Your Ethernet MAC address is 00:07:ed:ff:be:f8
Static IP Address is 192.168.10.11
prepped 1 interface, initializing...
SGDMA desc memory cleared 
INFO    : TSE MAC 0 found at address 0x0c403800
INFO    : PHY Marvell 88E1111 found at PHY address 0x01 of MAC Group
INFO    : PHY - Automatically mapped to tse_mac_device
INFO    : PHY - Restart Auto-Negotiation, checking PHY link...
WARNING : PHY - Auto-Negotiation FAILED
INFO    : Applying additional PHY configuration of Marvell 88E1111
MARVELL : Enabling auto crossover
MARVELL : PHY reset
INFO    : PHY - Checking link...
INFO    : PHY - Link not yet established, restart auto-negotiation...
INFO    : PHY - Restart Auto-Negotiation, checking PHY link...
WARNING : PHY - Auto-Negotiation FAILED
WARNING : PHY - Link could not established
ERROR   : PHY - Auto-Negotiation not completed! Gigabit = 0, Duplex = Full
OK, x=0, CMD_CONFIG=0x00000000
MAC post-initialization: CMD_CONFIG=0x04000203
 RX descriptor chain desc (1 depth) created
IP address of et1 : 192.168.10.11
Created "Inet main" task (Prio: 2)
Created "clock tick" task (Prio: 3)
Simple Socket Server starting up
Socket server created
bind socket server ok
Socket Tx created
listening to UDP port...
Created "simple socket server" task (Prio: 4)