Hi Is it possible to have other SPI devices connected to the MEGA when i also has a ethernet shield connected to it?
It might depend on which brand of Ethernet shield you use: I think I've seen a complaint from someone who discovered that the MISO line on the shield he was using wasn't tri-stated correctly, and caused problems when trying to share the SPI bus. But I don't remember whether the problem was a quirk of the Ethernet chip/module, or an error in the board layout.
Its Arduino Ethernet Shield http://arduino.cc/en/Main/ArduinoEthernetShield
The "official" Arduino Ethernet Shield
The thread I was thinking of is here.