@John and Lefty. That does look like a nice unit, but it appears to be incompatible with the Mega, and that is what I use. There is no ICSP socket to connect the SPI data lines. 
This is from that page.
Works with Arduino UNO, Duemilanove, Diecimila, Leonardo or ADK/Mega R3 or higher. ADK/Mega R2 or lower are not supported.
I'm not sure how it can be Leonardo and Mega compatible without the ICSP connector. Maybe you need jumpers to digital pins 50-52 or the ICSP connector?