The mega just need the 4 pins 13-10 bent out from the shield so that it's not connected, then run jumper cable from those four pins to the 51-54 pins. And have to swap a couple lines in the IDE for it to work. But I dont recall reading anything about resetting it everytime.
I ordered the Seeeduino mega instead, because it offers more i/o pins than the Arduino Mega, and it should work the same and still work with the Ethernet shield. Hopefully it'll get here soon, I cant wait to try it!