I'm confused.
Elv13:
I bought an Arduino mega from sparkfun.
You said you bought it from Sparkfun, I asked for a link to the one you bought and you provided:
Elv13:
http://www.abra-electronics.com/products/A000067-Arduino-Mega-2560-Rev.3.html
So, where did you buy it?
The reason for the question is if you didn't buy a genuine Arduino, it is necessary to understand what you actually have before proper help can be given. Generally, people aren't tripped up on the "where did you buy it" question. A picture of one that "looks like mine" isn't good enough. You might not notice the differences, but experienced users do.
Elv13:
But I will change my question is ACM0 a valid device or do I need USB0?
Yes ACM0 is valid. Your test was not:
Elv13:
Using the java gui on ACM0 show some noise at 110kbps.
So? Was there any serial code running on Arduino? If not, what difference does it make what you saw. Why 110kps? If there WAS serial code running on the Arduino, did you set the baud rate to 110kps in the sketch?