That looks proper to me. Are you sure you selected the proper mega board before you verified or uploaded the sketch?
From the Arduino reference:
Arduino Mega example:
// Arduino Mega using all four of its Serial ports
// (Serial, Serial1, Serial2, Serial3),
// with different baud rates:void setup(){
Serial.begin(9600);
Serial1.begin(38400);
Serial2.begin(19200);
Serial3.begin(4800);Serial.println("Hello Computer");
Serial1.println("Hello Serial 1");
Serial2.println("Hello Serial 2");
Serial3.println("Hello Serial 3");
}void loop() {}
Lefty