Problem transferring data between 2 arduinos using Serial

Hi and thank you for your notes. They are most appreciated.
I (believe I) know that both are transmitting as Serial.send() returns non-zero value on both devices. Maybe that means nothing?
Ive connected:
18pin->19pin
19pin->18pin
gnd->gnd
on both devices.
When i'm sending data from the mega to the due: tx on mega blink and rx on due blinks.
When i'm sending data from the due to the mega: only the tx light on the due blink.

I've tried connecting other ports (17,16) and other jumper cables but nothing seems to work.
Might there be some problem with on of them?

Thanks!