The question is too general to give useful answer. It depends on the nature of your complex. The main question is, the DMSO is a simple solvent, or a coordinating solvent in your case, namely DMSO is in your metal complex or not. For example, if you have a closed shell complex, DMSO will not be coordinate to your metal, but in some other cases, DMSO can be incorporated into it. If you have a coordination polymer, DMSO definitely destroy the polymer chain, and coordinate to the metal. In this case a question, do you want to remove the dissolved species with coordinated DMSO or the original polymer?
Water, being the most polar-solvent listed above, stabilizes the ionized,The dichloro complexes are very stable in water or dimethyl sulfoxide (DMSO), even at elevated temperatures, whereas the dimethyl complexes are less stable in these strongly polar solvents. The complexes are stable in atmosphere and insoluble in polar and non polar solvents. In the more solvolysing solvent DMSO the complexes are slightly dissociated.
Here is an example using a C18 column on a flash system; I had the same problem removing DMSO from a compound I purified from a plant: http://www.isco.com/WebProductFiles/Applications/101/Application_Notes/AN97_Removal%20of%20Non%20volatile%20Solvents.pdf
Although I used an automated flash system, the method can be adapted to an open column or prep HPLC if needed.
The question is too general to give useful answer. It depends on the nature of your complex. The main question is, the DMSO is a simple solvent, or a coordinating solvent in your case, namely DMSO is in your metal complex or not. For example, if you have a closed shell complex, DMSO will not be coordinate to your metal, but in some other cases, DMSO can be incorporated into it. If you have a coordination polymer, DMSO definitely destroy the polymer chain, and coordinate to the metal. In this case a question, do you want to remove the dissolved species with coordinated DMSO or the original polymer?