I would recommend you start with the basic questions:
Are you making correct device and pin related assignments while you compile your project for Cyclone II in Quartus II?
Are you downloading correct SOF/POF file in the device (Cyclone II) for testing?
Is your FPGA (Cyclone II) being correctly powered up?
Is your FPGA (Cyclone II) getting correctly configured (config_done goes high)?
Is your FPGA (Cyclone II) getting correct clock and other control signals?
It would also help if you mention which version of Quartus II and which board are you using for your development?
-BD