In no particular order
Modal Dialog - It's unfortunate that (like CodeDependency), you haven't come up with a better way of showing dependency information than in a modal dialog. I confidently predict that this will be the biggest complaint you get about the dependency structure matrix.
Compilation - I'm guessing from the fact that you need to build a project before showing the DSM that you are getting dependencies off of the compiled classes. This is odd, because it means you can't include non-Java dependencies, including JSPs. I know you've got heavily optimized dependency analysis from the PSI tree (or you wouldn't be able to do dead code analysis, if nothing else). What's the deal?
Module groups - Show module groups on the DSM. Obvious.
Hide row - Need to be able to hide a row. Obvious.
Navigate from DSM - including auto-scroll. Obvious.
Libraries - One good and simple use-case of a DSM or dependency graph is to be able to tell just what libraries are used from where. There needs to be an optional ability in the DSM to show dependencies on libraries (sadly, Java is without the ability to declare inter-library dependencies, although that is changing).
Trigger refactoring from DSM - Move, Rename, and Safe Delete are the most valuable, but anything that works for a class or package is probably worth including. In my perfect world, I'd be able to unsnarl a dependency tangle via drag-and-drop on the DSM.
Dependency graphs - The DSM is a powerful visualization, but I believe that dependency graphs are just as powerful and complementary to DSM. Play around with CodeDependency to get some ideas.
Dependency rules - IDEA already includes a concept of dependency rules. At a minimum, he DSM needs to be able to highlight dependencies which violate rules. Slightly more advanced (and cooler) would be to have the ability to see and edit rules from the DSM. If there is a rule prohibiting a cell, it's upper right corner could have an indicator. Adding or removing rules could be done via the right click menu from any cell.
Printing - IDEA has historically not been much for printing information, probably because printing is something that usually happens only when you're developing without pleasure. DSMs (and dependency graphs) just cry out for making into manager-pleasing wallpaper.
Better cycle sorting - There seems to be something odd or incomplete about your sorting algorithm, when it comes to cycles. If I've got a set of mutual dependencies in a hub-and-spoke pattern, the hub should always come last. Right now, it could be first, last, or anywhere in the middle. You need a secondary sort after the topological sort.
Oh, yeah, I should also mention that it totally rocks that you guys are taking dependency visualization seriously. The previous table-based solutions were very difficult to use, and the DSM is a great alternative.