Ok, code is from examples for L3G, it works on uno, but don't work on mega. Don't think it need to be checked.
You would be wrong their.
And how can be explained that same circuit and same code works on arduino with 328p and hangs on arduino with 2560?
Code or how you wire it up.
There can be no other explanation. You are not helping us much because you are providing virtually no information.
Links to the code, photographs of your working setup with the Uno and non working setup with the Mega.