When I've seen this in the past, it's been caused by a mis-configured path.
The "Build Tools" and "User Tools" paths should have been set correctly by the eCos installer, but if they have somehow become wrongly set then this will cause the problem you are describing. To check go to Tools->Paths->Build Tools... in configtool. This should be set to:
<Nios II install dir>\bin\nios2-gnutools\H-i686-pc-cygwin\bin
similarly, check Tools->paths->User Tools...
This should be set to:
<Nios II install dir>\bin\nios2-gnutools\H-i686-pc-cygwin\bin
When you set this, you will get a warning saying that the directory "does not appear to contain the usertools". This is OK. You should click "Yes" to accept this.
If having checked these paths, you find that the problem persists, please post up details on what tools versions you are using and exactly how you are launching configtool.