Ozan,
As a future note, when using virtualization NEVER count on USB stuff to work properly. Quartus II does provide other options, however. You can setup your host to serve up a remote JTAG (over ethernet/virtual ethernet) to your guest OS.
I do this all of the time, but I choose Linux over Windows because (in general) Linux is about 10x faster than Windows on SOPC Builder and Nios II stuff (Cygwin blows!). Besides, if you have a choice, why would you choose Windows? Windows (even Windows 7) _still_ throws off random BSODs. I prefer a more stable/reliable working environment.
-slacker