replace resistor r1 10k with a 0 ohm resistor.
you have nCE connected to GND via this 10K resistor, and when you plug in the blaster, this nCE pin will be tied to GND and enabling the configuration.
when no blaster is conected, this input pin is connected via this high value resistor to GND and that should be the reason for your problem.
have a look here
http://www.altera.com/literature/hb/cyc2/cyc2_cii51013.pdf (
http://www.altera.com/literature/hb/cyc2/cyc2_cii51013.pdf)
On page 8 nCE is connected directly to GND
On page 55 you will see those information for combining JTAG and AS mode