I can finish the project by buying the arduino that has the RJ45 integrated but i don't wanna spend another 70 dollars on that. I'm trying to combine this 3 components that i have
Yep. Be aware that not all pins of your expansion shield will be able to reach the Mega. For that you need to have the order Mega -> expansion -> ethernet.
But in that case connected wires might interfere with the placing of the ethernet shield on top; I suspect that you need flatcable (IDC) connectors but that might also be to high.