There is a small difference because the SPI pins on the Mega are different than the Uno. The easiest way to handle this is to make the connections between the ICSP headers:
Programmer | Target
MOSI | MOSI
Vcc | Vcc
SCK | SCK
MISO | MISO
10 | Reset
GND | GND
ICSP header pinout:
That wiring will work with any standard AVR Arduino board.
If that wiring is not convenient to you then you can use the same wiring as shown in the Uno "Arduino as ISP" tutorials:
But before you upload File > Examples > 11.ArduinoISP > ArduinoISP you need to change line 81 from:
// #define USE_OLD_STYLE_WIRING
to:
#define USE_OLD_STYLE_WIRING