exporting DMA done signal to "outer world"

I never tried this, but I think that in your sopc system, irq signals are wired through a 32 bit std_logic_vector named cpu_data_master_irq.

So you can do one of these:

- after every time you rebuild with sopc builder, you manually modify the generated .vhd file and create an output port connected to this signals. Take a look at this thread: http://www.alteraforum.com/forum/showthread.php?t=18464

- create a custom sopc builder component that automatically makes the above connection