According to it's datasheet (in the manual) it uses SDA & SCL that are on A4 & A5 of UNO but they are somewhere else (pins 20 & 21) on Mega.
There appears to be no shield jumpers to move the SCL/SDA lines so an option might be to cut these pins off the underside and jumper across the top (assuming your not using another shield stacked on top.