Grumpy_Mike:
Yes. The thing that makes the TX and RX LEDs blink is the USB controller in the PC. No PC, no blinking.
So if I hook up these two arduinos, the serial (from TX on micro to RX on mega) will be just fine ? Also if the led is not blinking ? That would be a good thing 
I'll just give it a try tomorrow.
However, just curious, why does the LED only starts blinking when I start up the serial monitor ?
And keeps blinking after I close the serial monitor ?
Thanks