stratix II EP2S60

You don't seem to have a valid Nios/IP Core license available. That means that Quartus creates a file called nios_time_limited.sof instead of nios.sof. When you download it and loose the connection to the device a timer starts to run and after about a specific time the Nios/IP Core will stop working.

You often loose connection to the device when downloading Nios software, so you get the message about non-tethered mode.

The warning can be avoided by adding the file cpu_jtag_debug_module.vhd to your project file.