I've spent about an hour trying to find any response anywhere from DHS- nothing, not even a statement refuting the report.
Mind you, most of the search brings up ultra conservative conspiracy sites.
It would be interesting to see some sort of 'official' statement.
Personally, my feelings are that DHS did in fact order these targets, and the training is for the possibility of rioting in major cities due to natural disasters or economic strife. (NOT total financial collapse, we've already seen that the Fed won't allow banks to fail)