Unplug the USB cable, wait about 15 seconds then plug it back in.  Make sure that nothing else is accessing the COM port.  Reboot if those fail.

Both of those should work just fine with Arduino.  See this http://arduino.cc/playground/Learning/SolenoidTutorial for information on using the solenoid with Arduino.

Look here http://www.seeedstudio.com/wiki/index.php?title=G1/2_Water_Flow_sensor#Reading_Water_Flow_rate_with_Water_Flow_Sensor for information on using the hall effect water flow sensor with Arduino.

What version of OS X did you upgrade from?  And how did you upgrade?  Directly from AppStore, burned DVD, thumb drive?

Horizontal and vertical are subjective depending on how you are viewing your breadboard.

On your breadboard, excluding the rows of power rails (the red and blue lines), the rows that are identified by letters are NOT connected together, the columns that are identified by numbers ARE connected together.  Each column of 5 holes are connected together, the long rows are NOT connected together. 

Try the ASCII Table sketch under Examples -> Communications.  Load the sketch with nothing attached to the Mega2560.  Open the serial monitor and see what happens.  It is very unlikely, though not impossible, that the Mega2560 is actually on COM1.

Go here http://java.com/en/download/testjava.jsp and make sure that Java is functioning on your system.

@VENTS
Is there also English information available on the website?

http://lcjcapteurs.com/ultrasonic%20wind%20sensor%20CV7%20CV3F.htm

Check the task bar for running programs, or just restart.  Most likely something is running in the background that needs your attention, and that is why you are getting the ding.

If you want complete optical isolation, connect "Vcc" to Arduino +5 volts but do NOT connect Arduino Ground.  Remove the Vcc to JD-Vcc jumper. Connect a separate +5 supply to "JD-Vcc" and board Gnd. This will supply power to the transistor drivers and relay coils.

If relay isolation is enough for your application, connect Arduino +5 and Gnd, and leave Vcc to JD-Vcc jumper in place.

Have you disabled the bluetooth connectivity?

Did you test your board on your friends computer?

Glad that you got your rev 3 board.  I prefer mail order myself from reputable, established Arduino dealers.  I have also succumbed to the desire to "have it in my hands now" that keeps RadioShack in business though.

I would take the mega back to Radio Shack - it's not a rev 3 board if it's missing the two pins.  I won't voice my opinion as to how the wrong board ended up the box...

First of all, how many do you plan to use?  Then you need to decide what voltage you want to power them from.  Each one needs 2.2V, but the total voltage you will need to provide to them depends on whether you wire them in parallel, series, or a combination of the two.

This page http://led.linear1.org/led.wiz is what I use to design my led layouts.

Let us know more about how you want to hook them up, and we can provide more specific information.

Is your system up to date on all updates?  There were some updates recently, including an EFI update.  You can also try resetting the SMC http://support.apple.com/kb/HT3964
Here is some info on USB troubleshooting: http://support.apple.com/kb/HT1151

The fact that it did not work in the new user account would normally indicate that it's a system-wide issue.  However, the fact that it works in the Parallels install throws a kink into that.
It's a bit of a long shot, but you could also try resetting disk permissions: http://support.apple.com/kb/HT1452