How Can I set up DMA operation with my own PC software application?

Here are some Altera boards that it will work on:

pci express development kit, stratix ii gx edition (http://www.altera.com/products/devkits/altera/kit-pciexpress_s2gx.html)

arria gx fpga development kit (http://www.altera.com/products/devkits/altera/kit-arriagx.html)

Altera also has many partners with PCI Express boards that it will work on. Look here (http://www.altera.com/products/devkits/kit-dev_platforms_partner.jsp). The chaining DMA design example requires no off-FPGA resources (besides the PCIe interface of course) so it should work on pretty much any board with an Altera device connected to the PCIe link, via either an internal or external PHY.