The Arduino Mega has three additional serial ports: Serial1 on pins 19 (RX) and 18 (TX), Serial2 on pins 17 (RX) and 16 (TX), Serial3 on pins 15 (RX) and 14 (TX). Why are you (probably) using software serial ??
And of course before coming here you have done your homework and you have checked in the documentation (if you have v2) if by any bad luck the Ethernet shield would not use pin 10 and 11 (on UNO it would) and that the shield does not need any change for plugging on a mega (if you have a very old version of the shield) or other constraints on leaving SS pin as output etc
You also probably found this by googling around and many similar articles about libraries etc.