GPS shield not working on Mega

I have one of these working fine on a Uno, but it will not work on a Mega. Is there something I need to do to change the sketch or is it a pin-thing? They look to be the same pins where the shield plugs into the Mega. I need the extra memory of the Mega, so I have to make this work somehow as the Uno is maxed out a 89%.

http://www.ebay.com/itm/LinkSprite-GPS-Shield-w-SD-Slot-for-Arduino-/111739979031?hash=item1a0438c517