JTAG prgramming is not working in my Cyclone 4 based board.

Assuming you have nothing connected to your JTAG header TMS and TDI should be high courtesy of the pull-ups you mentioned.

CONF_DONE remains low until the FPGA is configured. The fact that nSTATUS is low implies that nCONFIG is being driven low - which it needs to be prior to programming in Passive Serial configuration. Otherwise it too should be pulled/driven high.

Further info in configuration and remote system upgrades in cyclone iv devices (http://www.altera.com/literature/hb/cyclone-iv/cyiv-51008.pdf). Look at Figure 8-16 on page 8-36.

If you need further help let us know which dev board you're using...

Happy New Year,

Alex