Got the same problem and i found this, http://www.uesp.net/wiki/Skyrim:Purity_of_Revenge#Bugs, a bug where the quest won't start beacause of the status of another quest.
I finally got this to work.
I'm not 100% sure what happend. But my initial problem was that I already had cleared the quest dungeon , Driftshade Refuge. So the quest did not start.
When I first didn't find any solution to this i just kept playing, and eventually i ended up in Winterhold and got the quest to fetch the helmet from the Jarl of Winterhold. Then i traveled to the dungeon again and all enemies had respawn (This is probably due to the fact that enemies respawn after 30 in-game days according to the wiki) and just rushed trough the dungeon and got the helmet, left the dungeon, handed in the helmet to the Jarl, then tried to start the Companion quest by console:
player.setstage c06 0 <-- Initiates Skyforge burial
And that worked =)