etchove:
I think your connections are like attached scheme from http://arduino.cc/en/uploads/Main/arduino-mega2560-schematic.pdf (Am I right ?).In this case, I think you are producing short circuit (USBVCC connected to your external 5V power supply).
The solution would be to disconnect USBVCC from T2, but this is intrusive. Is there another solution ? I don't know.
May anyone can confirm ?
Many people power their boards via an external regulated +5vdc voltage source wired directly to the Arduino's +5vdc pin and still connect to the USB for uploading and serial comm. It's not a good engineering practice to do so, but normally people don't have problems doing it as long as total current draw is less then the external supply can provide. I say it's not a good engineering practice as one would normally never recommend wiring two independent voltage sources together without some form of isolation (diode isolation, etc), however if the voltage difference between the two voltage sources is within a few tenths of a volt it doesn't seem to cause people grief even though I wouldn't do it. Keep in mind that there is a 500ma polyfuse to protect the USB voltage source from over current situations, however I have no idea how a PC's power supply would respond to a small reverse current flow in situations where the Arduino's external regulated +5vdc voltage is higher then the USB's voltage value.
It's a topic that comes up a lot around here and there just seems to be two different opinion outcomes. The "don't do it because it's not a good engineering practice" and the "I do it all the time and have never had a problem". So choose your side and jump in. 