Blink does not work on new board

I just bought an Arduino 2560 board and try to get the Blink program running but get an error:

Binary sketch size: 1,650 bytes (of a 258,048 byte maximum) avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_ReceiveMessage(): timeout avrdude: stk500v2_getsync(): timeout communicating with programmer

Any suggestions what can be wrong? Other topics suggest it is the loader, but I cannot imagine that a new board cannot download and run a simple program like this.

Hello,

Keep the reset button pressed and then powerup the mega.
Give upload program and after it finishes compiling sketch then immediately release the reset button.

Then it should upload the program

Arduino brand, or some clone? Either the USB chip is not talking - try the Loopback test, see the list of topics in this forum. Or the 2560 does not have the bootloader installed, in which case you need to install one, using an AVR Programmer http://www.mouser.com/ProductDetail/Atmel/ATAVRISP2/?qs=sGAEpiMZZMv256HIxPBQcA8%252bsNH3cLLR or an Arduino programmed as one: http://www.gammon.com.au/forum/?id=11635

I checked the loopback test and it works. How do I check if there is no bootloader installed? We assumed buying a board like this that I could program and download files, not to buy additional stuff to get it working.

Does the L LED flash at all after a reset? If there's a bootloader, there is usually some flashing to go with it. Unless a sketch has been loaded already that does not have any flashing.