I just uploaded a simple skecth to my Mega processor. And it worked. I had some difficulties getting it working, I could not find all the sw and settings. So I list the links to them here to help people finding them.
I burnt them with AVR studio and AVRISP2, because that combination worked here.
Processors
Atmega2560 with Arduino bootloader
Atmega 16U2 with firmware
Bootloader for Atmega2560
C:\Program Files\arduino-1.0.1\hardware\arduino\bootloaders\stk500v2\stk500boot_v2_mega2560.hex
Firmware for Atmega 16U2
https://github.com/arduino/Arduino/blob/master/hardware/arduino/firmwares/Arduino-COMBINED-dfu-usbserial-atmega16u2-Mega2560-Rev3.hex
(click RAW)
Fuse settings for Atmega2560
fuse settings for Atmega 16u2
http://arduino.cc/forum/index.php/topic,96706.0.html
I hope this helps, and of course if there are errors, write a message