Grag38:
Thanks for the reply, and I totally understand what you mean... I am truly sorry that I may have confused you with different screen shots. I've re-assembled everything and repeated what I did, and got the same exact result, and created two more images.
I must add that I connected the Nano exactly as maniacbug shows on his blog... As for the Mega, I'm using pins 9/10 for CE/CSN, and then pins 50, 51, 52 for MOSI MISO and SCK. Power is coming from the 3.3v from the Mega, however, I may try to use an external regulator when I get home.
Still majorly confused, and thanks for any help, if any.