Clear enough. You can take the external regulated +5vdc and wire it directly to the +5v pin on the arduino board, many do this. My only caution about doing that is that I would recommending removing the external +5vdc when you are using the USB link on the mega board, as if not you would effectivly wiring two active +5vdc sources together, never a good engineering point as the two voltages are bound to be a little different in level and current may flow where it shouldn't. Other then that there is no problem powering an arduino board via it's 5V pin, assuming it's a stable and regulated source.
Lefty