Arduino mega 2560 is very hot

Hello.
I have an arduino mega 2560 with some shields installed on it:
-ENC28J60 shield
-light shield
-temp shield
-DS1307 shield
-rf 315mhz receiver.
If i powered my arduino from usb , works great.
If i powered it (in power input socket 2,1mm) with one of next power adapters: 9v 1A , or 12v 500maA or 12v 1,5A (in all case is it the same thing), my arduino works very very hot. I'm afraid to let it works more then one minute.
Is it a normal thing?
Thanks a lot for your time.

Is it the main chip that gets hot, or is it the voltage regulator?

If its the regulator heating up, all that stuff is sucking too much power. You would need an external regulator.

Hello and thanks for all your answer.
I think is voltage regulator not chip.
Last night i put an external power supply 9v 500ma. Arduino works great and cold.
What happend? All surplus current is transformed in heat?

All surplus current is transformed in heat?

Basically yes.
See:-
http://www.thebox.myzen.co.uk/Tutorial/Power.html