A typical stepper driver uses three pins per stepper: Direction, Step, and Enable. Figure 30 pins for the 10 steppers.
The music shield uses the SPI interface and Pin 10. The SPI interface on the MEGA is Pins 50-53. To use it on the MEGA you will need to cut the jumpers for pins 11, 12, and 13 and add the jumpers for ICSP. The shield also seems to be using Pin 3, Pin 4, Pin 6, and Pin 7.
The Arduino has 54 digital pins and the music board uses 9 leaving 45 pins. Save 2 for Serial, 2 for I2C and 30 for the steppers should leave about 11 pins for everything else. Sounds reasonably feasible. That even leaves all 16 analog inputs available and I think some of those can be used for digital I/O.