To make your custom memory component visible in the Nios® II reset vector option you need to modify the following line set_interface_property "avalon_tristate_slave" "isMemoryDevice" "false" to look like set_interface_property "avalon_tristate_slave" "isMemoryDevice" "true" in the .TCL file generated by the new component editor for your custom memory component.
Close SOPC builder before manually editing the TCL file for your custom component.
This issue will be corrected in a future version.