Sketch is not working with Nano perfectly like Mega2560

Hi again,

I got another problem... I noticed while using nano board, if I keep low baud rate (i.e.2400), it works perfectly...and if I keep higher baud rate (ie.9600 or higher),it doesn't give proper readings....
and to make the sensor work perfectly at lower baud rate (2400), I have to keep the serial monitor open..
If i connect nano with Mains supply, it also doesn't work...while this was not the case in Mega board.

What baud rate / Serail.begin do to microcontroller and how could I make the sensor work independent of Serial.begin/baud rate.

Thanks a lot..