Sorry, I didn`t read your mail till now.
I forgot to tell you that if you configure "active parallel" and "remote" you must include a 'Remote update 'module on your nios (SOPC Builder).(Peripherals->FPGA peripherals, connected via Avalon to the cpu). It works ok downloading .sof file via jtag. I don't know if other configuration modes work ok.
As I said I don`t know of this is necesary but i configured this way. Perhaps only configuring dual-ports is enough.
I think the examples given with the NEEK have this remote configuration.