Marco,
The description of your problem suggests that may be an issue with the SDRAM timings. Things you need to check: 1) verify if the time settings in SOPC builder correspond with those in the chip datasheet (do not randomly try different values, just use the ones given in the datasheet);
2) adjust the phase for the SDRAM clock (I'm assuming you are using a dedicated clock output from the PLL) - this is very important in order to get it to work. Usually a negative phase in the range [-pi/3:-pi/6] for the SDRAM clock works for me - you will have to use a scope and little experimentation here, because this is highly dependent of the physical characteristics of your board and the clock speed.
Also you mentioned that if you set the reset address at the beginning of the SDRAM the system doesn't start. This is normal because the reset address needs to point to a bootloader code of some sort, so you need to set this to a nonvolatile memory, or on-chip memory.
Good luck
C