en el paso 5 Q & A (Questions and answers) de la página http://www.instructables.com/id/Tutorial-EFCom-GRPSGSM-Shield-Arduino/?ALLSTEPS
Q : Can EFcom Shield be worked over Mega2560？
A ：Yes, but jumper wires are needed to connected to D18/D19 .Or you can use hardware serial port D10/D11, because Mega2560 can’t use D2/D3 as software serial port. Mega2560 has special requirements for software serial port, and detailed description is demonstrated as below.
[cce]
// Specifically for the Arduino Mega 2560 (or 1280 on the original Arduino Mega)
// A majority of the pins are NOT PCINTs, SO BE WARNED (i.e. you cannot use
them as receive pins)
// Only pins available for RECEIVE (TRANSMIT can be on any pin):
// (I've deliberately left out pin mapping to the Hardware USARTs - seems
senseless to me)
// Pins: 10, 11, 12, 13, 50, 51, 52, 53, 62, 63, 64, 65, 66, 67, 68, 69
#define rxPin 19
#define txPin 18
[/cce]
pero la verdad no se como podrías cambiar los pines de comucación.