Hi zeilsteen,
First of all, the arduino mega 2560 is working again.
To do that follow this steps: http://arduino.cc/forum/index.php/topic,113680.msg855086.html#msg855086
With the Shield problem that not upload de sketch i realized that the problem is my USB cable. it does not delivered 5 volts.
I changed de cable to a USB 2.0 MANHATTAN cable and now works perfect, i can upload a sketch with the shield ethernet connected to the arduino.