I just got a new arduino mega 2560. When I plug it in, the board lights up, but there is no dialogue box that pops up, and it doesn't show up in network preferences (like the install page on the site says it should). Is my arduino a dud? Can I save it? Any advice at all would be much appreciated. 
If it's any consolation, my MEGA 2560 R3 doesn't always show up in the network prefs either, I usually end up deleting it from the Network prefs pane when it shows up anyway. When it did show up once or twice, it was labelled as a USB Modem.
I never get a dialog either.
Ultimately it doesn't matter if it does or doesn't any way so long as it shows up in the Arduino IDE. Mine shows up in the IDE:
Tools-->Serial Port--> /dev/tty.usbmodem1421
So run the Arduino IDE, click on the Tools-->Serial Port item and see whats there. Plug in the Meag2560 and then check to see if there's a new entry added to the menu list.
I'm running a MacBook Pro with Mavericks.
thank you! that was incredibly helpful and it seems to be working fine 
Great! Happy Arduino'ing!