Arduino compatibility issue

Hi, I am using this Hobby Components bluetooth module to pair an Arduino UNO with my android app. Wondering if everything will be same (i mean need to change code in android or arduino?) if UNO is replaced with an Arduino Mega.

Also I see there is an Arduino BT shield. Is it compatible with the bluetooth device i am using here?

Thanks for your help.

No reply?? C'mn am i asking something wrong? At least tell me what will be the difference between Arduino BT shield and Arduino JY-MCU Bluetooth Wireless Serial Port Module

First post - Uno & Mega both talk to Bluetooth over serial? So one would think not.

Second post - Read the datasheets. I have not used either yet.