Okay. Well let me assure you the superloop concept is well proven. The InterNiche stack is designed to work in superloop mode. My company now has two products that employ the InterNiche stack in superloop mode.
However, it is certainly fair to consider that going through this process may be beyond your experience level. If you feel that is the case, then you can certainly decide to use the uC/OSII implementation or an alternative TCP/IP stack.
As far as your current problem goes. I don't know that you needed to install all three products (Quartus, Megacore, NIOS). I think the NIOS EDS would have been sufficient. Anyway, did you follow all the instructions in the document. You have to copy the "simple_socket_server_no_rtos" folder to your nios software examples directory. You cannot use the regular simple socket server that's bundled with the NIOS EDS. The reason for this is that your "system.stf" file for your system library has to be hand-edited to include support for the InterNiche stack.
Altera has decided not to support the superloop version and that is why you have to jump through all these hoops. Altera's own documentation indicates that the stack can be run in superloop mode and that higher networking performance can be acheived in superloop mode but for some reason (probably some agreement with uC) they've decided only to support the uC/OSII version.
Obviously I have a patched copy of the stack. However, I'm typically in the habit of teaching a man to fish rather than giving him the fish. On top of that, I've made some custom modifications to the stack and wouldn't want those to cause you any grief.
Jake